Bounded Influence Regression in the Presence of Heteroskedasticity of Unknown Form

Publication:
Bounded Influence Regression in the Presence of Heteroskedasticity of Unknown Form

dc.affiliation.dpto	UC3M. Departamento de Economía	es
dc.contributor.author	Delgado, Miguel A.
dc.date.accessioned	2012-07-27T08:09:00Z
dc.date.available	2012-07-27T08:09:00Z
dc.date.issued	1991
dc.description.abstract	In a regression model with conditional heteroskedasticity of unknown form, we propose a general class of M-estimators scaled by nonparametric estimates of the conditional standard deviations of the dependent variable. We give regularity conditions under which these estimators are asymptotically equivalent to M-estimators scaled by the true conditional standard deviations. The practical performance of these estimators is investigated through a Monte Carlo experiment.
dc.format.mimetype	application/pdf
dc.format.mimetype	text/plain
dc.identifier.bibliographicCitation	Roussas, G.(ed). Nonparametric functional estimation and related topics. Boston: Kluwer Publishers, 1991. p. 297-314
dc.identifier.isbn	0792312260
dc.identifier.publicationfirstpage	297
dc.identifier.publicationlastpage	314
dc.identifier.publicationtitle	Nonparametric functional estimation and related topics
dc.identifier.uri	http://hdl.handle.net/10016/2497
dc.language.iso	eng
dc.publisher	Kluwer
dc.rights.accessRights	open access
dc.subject.eciencia	Economía
dc.subject.other	Estadística no paramétrica
dc.subject.other	Estimación de parámetros
dc.title	Bounded Influence Regression in the Presence of Heteroskedasticity of Unknown Form
dc.type	book part	*
dc.type.review	PeerReviewed
dspace.entity.type	Publication

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