Some results for robust GM-based estimators in heteroscedastic regression models

DOI10.1016/S0378-3758(00)00093-8MaRDI QIDQ1582373zbMATH OpenOpenAlexWikidataFDO

Authors Graciela Boente, Julio di Rienzo, Ana M. Bianco

Publication date 14 November 2002

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(00)00093-8

zbMATH Keywords

heteroscedasticityrobust estimationhigh breakdown point estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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• scientific article; zbMATH DE number 17214

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• Reweighted LS estimators converge at the same rate as the initial estimator
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• Variance Function Estimation

Cited in

(9)

• Robust, Smoothly Heterogeneous Variance Regression
• Robust Testing Procedures in Heteroscedastic Linear Models
• Robust estimation and variable selection in heteroscedastic linear regression
• On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Robust consistent estimators for ROC curves with covariates
• The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
• On simultaneously identifying outliers and heteroscedasticity without specific form
• \(M\)-estimators for regression with changing scale

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