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Asymptotic bounds on the errors of one-step methods

✍ Scribed by L. F. Shampine


Publisher
Springer-Verlag
Year
1984
Tongue
English
Weight
245 KB
Volume
45
Category
Article
ISSN
0029-599X

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The asymptotic distribution of one-step Newton-Raphson estimates is established for a regression model with random carriers and heteroscedastic errors under mild conditions. We also include a class of robust estimates deΓΏned as the solution of an implicit equation, such as the MM-estimates.