期刊名称:Brazilian Journal of Probability and Statistics
印刷版ISSN:0103-0752
出版年度:2004
卷号:18
期号:2
页码:183-200
出版社:Brazilian Statistical Association
摘要:In univariate nonlinear regression mo dels, estimator and teststatistics based on (generalized) least squares and maximum likelihood meth-ods are usually nonrobust; M-procedures are better in this respect. Ourproposed M-estimators, and M-tests are formulated along the lines of gener-alized least squares procedures and their (asymptotic) properties are studied.Computational algorithms are also considered along with