RT Book, Section
T1 Bounded Influence Regression in the Presence of Heteroskedasticity of Unknown Form
A1 Delgado, Miguel A.
AB 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.
PB Kluwer
SN 0792312260
YR 1991
FD 1991
LK http://hdl.handle.net/10016/2497
UL http://hdl.handle.net/10016/2497
LA eng
DS e-Archivo
RD 30 abr. 2024