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
SEDICI (UNLP)
Institución
Universidad Nacional de La Plata
OAI Identificador
oai:sedici.unlp.edu.ar:10915/84350
Acceder
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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:UNLP2025-10-22T16:56:52Zoai: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:13292025-10-22 16:56:52.3SEDICI (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
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score 12.982451

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