Continuity and differentiability of regression M functionals
- Autores
- Fasano, María Victoria; Maronna, Ricardo Antonio; Sued, Mariela; Yohai, Víctor J.
- 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.
Facultad de Ciencias Exactas - Materia
-
Ciencias Exactas
Matemática
Asymptotic normality
Consistency
MM estimates
Nonlinear regression
S estimates - Nivel de accesibilidad
- acceso abierto
- Condiciones de uso
- http://creativecommons.org/licenses/by-nc-sa/4.0/
- Repositorio
- Institución
- Universidad Nacional de La Plata
- OAI Identificador
- oai:sedici.unlp.edu.ar:10915/84350
Ver los metadatos del registro completo
id |
SEDICI_6eb40c027a3e9aa5f8cac4aac930f38c |
---|---|
oai_identifier_str |
oai:sedici.unlp.edu.ar:10915/84350 |
network_acronym_str |
SEDICI |
repository_id_str |
1329 |
network_name_str |
SEDICI (UNLP) |
spelling |
Continuity and differentiability of regression M functionalsFasano, María VictoriaMaronna, Ricardo AntonioSued, MarielaYohai, Víctor J.Ciencias ExactasMatemáticaAsymptotic normalityConsistencyMM estimatesNonlinear regressionS estimatesThis 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.Facultad de Ciencias Exactas2012info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionArticulohttp://purl.org/coar/resource_type/c_6501info:ar-repo/semantics/articuloapplication/pdf1284-1309http://sedici.unlp.edu.ar/handle/10915/84350enginfo:eu-repo/semantics/altIdentifier/issn/1350-7265info:eu-repo/semantics/altIdentifier/doi/10.3150/11-BEJ368info:eu-repo/semantics/openAccesshttp://creativecommons.org/licenses/by-nc-sa/4.0/Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)reponame:SEDICI (UNLP)instname:Universidad Nacional de La Platainstacron:UNLP2025-09-29T11:16:01Zoai:sedici.unlp.edu.ar:10915/84350Institucionalhttp://sedici.unlp.edu.ar/Universidad públicaNo correspondehttp://sedici.unlp.edu.ar/oai/snrdalira@sedici.unlp.edu.arArgentinaNo correspondeNo correspondeNo correspondeopendoar:13292025-09-29 11:16:01.465SEDICI (UNLP) - Universidad Nacional de La Platafalse |
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, María Victoria Ciencias Exactas Matemática 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, María Victoria Maronna, Ricardo Antonio Sued, Mariela Yohai, Víctor J. |
author |
Fasano, María Victoria |
author_facet |
Fasano, María Victoria Maronna, Ricardo Antonio Sued, Mariela Yohai, Víctor J. |
author_role |
author |
author2 |
Maronna, Ricardo Antonio Sued, Mariela Yohai, Víctor J. |
author2_role |
author author author |
dc.subject.none.fl_str_mv |
Ciencias Exactas Matemática Asymptotic normality Consistency MM estimates Nonlinear regression S estimates |
topic |
Ciencias Exactas Matemática Asymptotic normality Consistency MM estimates Nonlinear regression S estimates |
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. Facultad de Ciencias Exactas |
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 |
dc.type.none.fl_str_mv |
info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion Articulo 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://sedici.unlp.edu.ar/handle/10915/84350 |
url |
http://sedici.unlp.edu.ar/handle/10915/84350 |
dc.language.none.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
info:eu-repo/semantics/altIdentifier/issn/1350-7265 info:eu-repo/semantics/altIdentifier/doi/10.3150/11-BEJ368 |
dc.rights.none.fl_str_mv |
info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by-nc-sa/4.0/ Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) |
eu_rights_str_mv |
openAccess |
rights_invalid_str_mv |
http://creativecommons.org/licenses/by-nc-sa/4.0/ Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) |
dc.format.none.fl_str_mv |
application/pdf 1284-1309 |
dc.source.none.fl_str_mv |
reponame:SEDICI (UNLP) instname:Universidad Nacional de La Plata instacron:UNLP |
reponame_str |
SEDICI (UNLP) |
collection |
SEDICI (UNLP) |
instname_str |
Universidad Nacional de La Plata |
instacron_str |
UNLP |
institution |
UNLP |
repository.name.fl_str_mv |
SEDICI (UNLP) - Universidad Nacional de La Plata |
repository.mail.fl_str_mv |
alira@sedici.unlp.edu.ar |
_version_ |
1844616032685129728 |
score |
13.070432 |