Delgado, Miguel A.2012-07-272012-07-271991Roussas, G.(ed). Nonparametric functional estimation and related topics. Boston: Kluwer Publishers, 1991. p. 297-3140792312260http://hdl.handle.net/10016/2497In 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.application/pdftext/plainengEstadística no paramétricaEstimación de parámetrosbook partEconomíaopen access297314Nonparametric functional estimation and related topics