On the asymptotic behavior of one-step estimates in heteroscedastic regression models.

DOI10.1016/S0167-7152(02)00244-4zbMath1092.62516MaRDI QIDQ1871310

Ana M. Bianco, Graciela Boente

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

propertiesHeteroscedasticityAsymptoticRobust estimationOne-step estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (10)

Robust estimates in generalized partially linear models ⋮ Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter ⋮ Robust estimates in generalized partially linear single-index models ⋮ Robust estimators under semi-parametric partly linear autoregression: Asymptotic behaviour and bandwidth selection ⋮ Robust inference in generalized partially linear models ⋮ Robust estimators in semiparametric partly linear regression models. ⋮ Robust estimation and variable selection in heteroscedastic linear regression ⋮ Robust inference for nonlinear regression models ⋮ Robust tests in generalized linear models with missing responses ⋮ Robust inference in partially linear models with missing responses

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