scientific article; zbMATH DE number 17214

MaRDI QIDQ3973911zbMATH OpenFDO

Authors Miguel Delgado

Publication date 26 June 1992

zbMATH Keywords

conditional heteroskedasticity of unknown formfinite sample performancegeneral class of \(M\)-estimatorsM-estimatorsnonparametric varianceregularity conditionssimulation study

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05)

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Cited in

(9)

• Robust nonparametric regression with simultaneous scale curve estimation
• Some results for robust GM-based estimators in heteroscedastic regression models
• A simulation study of some nonparametric regression estimators
• Mallow's type bounded influence regression quantile for linear regression model and simultaneous equations model
• Bounded influence estimation for regression and scale
• Influence Assessment in an Heteroscedastic Errors-in-Variables Model
• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• Some New Estimation Methods for Weighted Regression When There Are Possible Outliers
• Bounded-influence instrumental variables estimator: an extension

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