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Este artículo presenta una nueva clase de estimadores robustos para el modelo de regresión lineal. Los estimadores propuestos son ponderaciones de mínimos cuadrados, con pesos calculados de manera adaptativa mediante la distribución empírica de los residuos de un estimador robusto inicial. Se demuestra que, bajo ciertas condiciones generales, los estimadores propuestos tienen puntos de ruptura asintóticos no inferiores a los del estimador inicial y una eficiencia asintótica completa en el...
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