Continuity and differentiability of regression M functionals

Autores
Fasano, Maria Victoria; Maronna, Ricardo Antonio; Sued, Raquel Mariela; Yohai, Victor Jaime
Año de publicación
2012
Idioma
inglés
Tipo de recurso
artículo
Estado
versión publicada
Descripción
This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A restricted type of differentiability, called weak differentiability, is defined, which suffices to prove the asymptotic normality of estimates based on the functionals. This approach allows to prove the consistency, asymptotic normality and qualitative robustness of M estimates under more general conditions than those required in standard approaches. In particular, we prove that regression MMestimates are asymptotically normal when the observations are φ-mixing.
Fil: Fasano, Maria Victoria. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina
Fil: Maronna, Ricardo Antonio. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina
Fil: Sued, Raquel Mariela. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina
Fil: Yohai, Victor Jaime. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina
Materia
ASYMPTOTIC NORMALITY
CONSISTENCY
MM ESTIMATES
NONLINEAR REGRESSION
S ESTIMATES
Nivel de accesibilidad
acceso abierto
Condiciones de uso
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
Repositorio
CONICET Digital (CONICET)
Institución
Consejo Nacional de Investigaciones Científicas y Técnicas
OAI Identificador
oai:ri.conicet.gov.ar:11336/69605
Acceder
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oai_identifier_str oai:ri.conicet.gov.ar:11336/69605
network_acronym_str CONICETDig
repository_id_str 3498
network_name_str CONICET Digital (CONICET)
spelling Continuity and differentiability of regression M functionalsFasano, Maria VictoriaMaronna, Ricardo AntonioSued, Raquel MarielaYohai, Victor JaimeASYMPTOTIC NORMALITYCONSISTENCYMM ESTIMATESNONLINEAR REGRESSIONS ESTIMATEShttps://purl.org/becyt/ford/1.1https://purl.org/becyt/ford/1This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A restricted type of differentiability, called weak differentiability, is defined, which suffices to prove the asymptotic normality of estimates based on the functionals. This approach allows to prove the consistency, asymptotic normality and qualitative robustness of M estimates under more general conditions than those required in standard approaches. In particular, we prove that regression MMestimates are asymptotically normal when the observations are φ-mixing.Fil: Fasano, Maria Victoria. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; ArgentinaFil: Maronna, Ricardo Antonio. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; ArgentinaFil: Sued, Raquel Mariela. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; ArgentinaFil: Yohai, Victor Jaime. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; ArgentinaInstitute of Mathematical Statistics2012-11info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionhttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdfapplication/pdfapplication/pdfapplication/pdfhttp://hdl.handle.net/11336/69605Fasano, Maria Victoria; Maronna, Ricardo Antonio; Sued, Raquel Mariela; Yohai, Victor Jaime; Continuity and differentiability of regression M functionals; Institute of Mathematical Statistics; Bernoulli - Mathematical Statistics And Probability; 18; 4; 11-2012; 1284-13091350-7265CONICET DigitalCONICETenginfo:eu-repo/semantics/altIdentifier/doi/10.3150/11-BEJ368info:eu-repo/semantics/altIdentifier/url/https://arxiv.org/pdf/1004.4314.pdfinfo:eu-repo/semantics/altIdentifier/url/https://projecteuclid.org/euclid.bj/1352727811info:eu-repo/semantics/openAccesshttps://creativecommons.org/licenses/by-nc-sa/2.5/ar/reponame:CONICET Digital (CONICET)instname:Consejo Nacional de Investigaciones Científicas y Técnicas2025-10-22T11:02:55Zoai:ri.conicet.gov.ar:11336/69605instacron:CONICETInstitucionalhttp://ri.conicet.gov.ar/Organismo científico-tecnológicoNo correspondehttp://ri.conicet.gov.ar/oai/requestdasensio@conicet.gov.ar; lcarlino@conicet.gov.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:34982025-10-22 11:02:56.087CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicasfalse
dc.title.none.fl_str_mv Continuity and differentiability of regression M functionals
title Continuity and differentiability of regression M functionals
spellingShingle Continuity and differentiability of regression M functionals
Fasano, Maria Victoria
ASYMPTOTIC NORMALITY
CONSISTENCY
MM ESTIMATES
NONLINEAR REGRESSION
S ESTIMATES
title_short Continuity and differentiability of regression M functionals
title_full Continuity and differentiability of regression M functionals
title_fullStr Continuity and differentiability of regression M functionals
title_full_unstemmed Continuity and differentiability of regression M functionals
title_sort Continuity and differentiability of regression M functionals
dc.creator.none.fl_str_mv Fasano, Maria Victoria
Maronna, Ricardo Antonio
Sued, Raquel Mariela
Yohai, Victor Jaime
author Fasano, Maria Victoria
author_facet Fasano, Maria Victoria
Maronna, Ricardo Antonio
Sued, Raquel Mariela
Yohai, Victor Jaime
author_role author
author2 Maronna, Ricardo Antonio
Sued, Raquel Mariela
Yohai, Victor Jaime
author2_role author
author
author
dc.subject.none.fl_str_mv ASYMPTOTIC NORMALITY
CONSISTENCY
MM ESTIMATES
NONLINEAR REGRESSION
S ESTIMATES
topic ASYMPTOTIC NORMALITY
CONSISTENCY
MM ESTIMATES
NONLINEAR REGRESSION
S ESTIMATES
purl_subject.fl_str_mv https://purl.org/becyt/ford/1.1
https://purl.org/becyt/ford/1
dc.description.none.fl_txt_mv This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A restricted type of differentiability, called weak differentiability, is defined, which suffices to prove the asymptotic normality of estimates based on the functionals. This approach allows to prove the consistency, asymptotic normality and qualitative robustness of M estimates under more general conditions than those required in standard approaches. In particular, we prove that regression MMestimates are asymptotically normal when the observations are φ-mixing.
Fil: Fasano, Maria Victoria. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina
Fil: Maronna, Ricardo Antonio. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad Nacional de La Plata. Facultad de Ciencias Exactas. Departamento de Matemáticas; Argentina
Fil: Sued, Raquel Mariela. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Instituto de Cálculo; Argentina
Fil: Yohai, Victor Jaime. Consejo Nacional de Investigaciones Científicas y Técnicas. Oficina de Coordinación Administrativa Ciudad Universitaria; Argentina. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales. Departamento de Matemática; Argentina
description This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A restricted type of differentiability, called weak differentiability, is defined, which suffices to prove the asymptotic normality of estimates based on the functionals. This approach allows to prove the consistency, asymptotic normality and qualitative robustness of M estimates under more general conditions than those required in standard approaches. In particular, we prove that regression MMestimates are asymptotically normal when the observations are φ-mixing.
publishDate 2012
dc.date.none.fl_str_mv 2012-11
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
http://purl.org/coar/resource_type/c_6501
info:ar-repo/semantics/articulo
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv http://hdl.handle.net/11336/69605
Fasano, Maria Victoria; Maronna, Ricardo Antonio; Sued, Raquel Mariela; Yohai, Victor Jaime; Continuity and differentiability of regression M functionals; Institute of Mathematical Statistics; Bernoulli - Mathematical Statistics And Probability; 18; 4; 11-2012; 1284-1309
1350-7265
CONICET Digital
CONICET
url http://hdl.handle.net/11336/69605
identifier_str_mv Fasano, Maria Victoria; Maronna, Ricardo Antonio; Sued, Raquel Mariela; Yohai, Victor Jaime; Continuity and differentiability of regression M functionals; Institute of Mathematical Statistics; Bernoulli - Mathematical Statistics And Probability; 18; 4; 11-2012; 1284-1309
1350-7265
CONICET Digital
CONICET
dc.language.none.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv info:eu-repo/semantics/altIdentifier/doi/10.3150/11-BEJ368
info:eu-repo/semantics/altIdentifier/url/https://arxiv.org/pdf/1004.4314.pdf
info:eu-repo/semantics/altIdentifier/url/https://projecteuclid.org/euclid.bj/1352727811
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
eu_rights_str_mv openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-sa/2.5/ar/
dc.format.none.fl_str_mv application/pdf
application/pdf
application/pdf
application/pdf
dc.publisher.none.fl_str_mv Institute of Mathematical Statistics
publisher.none.fl_str_mv Institute of Mathematical Statistics
dc.source.none.fl_str_mv reponame:CONICET Digital (CONICET)
instname:Consejo Nacional de Investigaciones Científicas y Técnicas
reponame_str CONICET Digital (CONICET)
collection CONICET Digital (CONICET)
instname_str Consejo Nacional de Investigaciones Científicas y Técnicas
repository.name.fl_str_mv CONICET Digital (CONICET) - Consejo Nacional de Investigaciones Científicas y Técnicas
repository.mail.fl_str_mv dasensio@conicet.gov.ar; lcarlino@conicet.gov.ar
_version_ 1846781249247510529
score 12.982451

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