The Annals of Statistics, Vol. 26, No. 3 (Jun., 1998), pp. 1147-1169 (23 pages) This paper provides a comparative sensitivity analysis of one-step Newton-Raphson estimators for linear regression. Such ...
The folklore on one-step estimation is that it inherits the breakdown point of the preliminary estimator and yet has the same large sample distribution as the fully iterated version as long as the ...