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dc.date.accessioned 2019-11-01T15:28:47Z
dc.date.available 2019-11-01T15:28:47Z
dc.date.issued 2011-05-05
dc.identifier.uri http://sedici.unlp.edu.ar/handle/10915/84656
dc.description.abstract We propose a class of robust estimates for multivariate linear models. Based on the approach of MM-estimation (Yohai 1987, [24]), we estimate the regression coefficients and the covariance matrix of the errors simultaneously. These estimates have both a high breakdown point and high asymptotic efficiency under Gaussian errors. We prove consistency and asymptotic normality assuming errors with an elliptical distribution. We describe an iterative algorithm for the numerical calculation of these estimates. The advantages of the proposed estimates over their competitors are demonstrated through both simulated and real data. en
dc.format.extent 1280-1292 es
dc.language en es
dc.subject MM-estimate es
dc.subject Multivariate linear model es
dc.subject Robust methods es
dc.subject Métodos robustos es
dc.subject MM-estimador es
dc.subject Modelo linealmultivariado es
dc.title Estimates of MM type for the multivariate linear model en
dc.type Articulo es
sedici.identifier.other http://dx.doi.org/10.1016/j.jmva.2011.04.011 es
sedici.identifier.issn 0047-259X es
sedici.creator.person Kudraszow, Nadia Laura es
sedici.creator.person Maronna, Ricardo Antonio es
sedici.subject.materias Matemática es
sedici.subject.materias Ciencias Exactas es
sedici.description.fulltext true es
mods.originInfo.place Facultad de Ciencias Exactas es
sedici.subtype Articulo es
sedici.rights.license Creative Commons Attribution 4.0 International (CC BY 4.0)
sedici.rights.uri http://creativecommons.org/licenses/by/4.0/
sedici.description.peerReview peer-review es
sedici.relation.journalTitle Journal of Multivariate Analysis es
sedici.relation.journalVolumeAndIssue vol. 102, no. 9 es
sedici.rights.sherpa * Color: verde* Pre-print del autor: si* Post-print del autor: si* Versión de editor/PDF:no* Condiciones:>>Authors pre-print on any website, including arXiv and RePEC>>Author's post-print on author's personal website immediately>>Author's post-print on open access repository after an embargo period of between 12 months and 48 months>>Permitted deposit due to Funding Body, Institutional and Governmental policy or mandate, may be required to comply with embargo periods of 12 months to 48 months>>Author's post-print may be used to update arXiv and RepEC>>La versión de editor/PDF no puede utilizarse>>Debe enlazar a la versión de editor con DOI>>Author's post-print must be released with a Creative Commons Attribution Non-Commercial No Derivatives License>>Publisher last reviewed on 03/06/2015* Link a Sherpa: http://sherpa.ac.uk/romeo/issn/0047-259X/es/


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Creative Commons Attribution 4.0 International (CC BY 4.0) Excepto donde se diga explícitamente, este item se publica bajo la siguiente licencia Creative Commons Attribution 4.0 International (CC BY 4.0)