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

✍ Scribed by Ana Bianco; Graciela Boente

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
205 KB
Volume
60
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

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