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M-procedures in the general multivariate nonlinear regression model
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نویسنده
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leiva v. ,sanhueza a. ,sen p.k. ,araneda n.
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منبع
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pakistan journal of statistics - 2010 - دوره : 26 - شماره : 1 - صفحه:1 -13
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چکیده
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In the multivariate nonlinear regression model,parameter estimators and test statistics based on least squares and maximum likelihood methods are usually nonrobust. for this type of models,we introduce m-estimators and m-tests,which are robust to departures from normality. in addition,we study the asymptotic properties and consider a computational algorithm for these estimators. © 2010 pakistan journal of statistics.
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کلیدواژه
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Asymptotic normality; Efficiency; M-estimators; M-tests; Uniform asymptotic linearity
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آدرس
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departamento de estadistica,cimfav,universidad de valparaiso, Chile, departamento de matematica y estadistica,universidad de la frontera, Chile, department of biostatistics,university of north carolina, United States, departamento de matematica y estadistica,universidad de la frontera, Chile
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Authors
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