On the asymptotic behavior of one-step estimates in heteroscedastic regression models. (Q1871310): Difference between revisions

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+Some results for robust GM-based estimators in heteroscedastic regression models
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+One-Step Huber Estimates in the Linear Model
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+Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
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+An efficient Fréchet differentiable high breakdown multivariate location and dispersion estimator
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+Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
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+Reweighted LS estimators converge at the same rate as the initial estimator
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+A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
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+Highly efficient estimators of multivariate location with high breakdown point
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+Asymptotic behavior of general M-estimates for regression and scale with random carriers
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+Convergence of stochastic processes
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+Least Median of Squares Regression
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+On One-Step GM Estimates and Stability of Inferences in Linear Regression
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+High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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