Asymptotic Normality of the Recursive M-estimators of the Scale Parameters
| Year of publication: |
2007
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|---|---|
| Authors: | Miao, Baiqi ; Wu, Yuehua ; Liu, Donghai ; Tong, Qian |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 2, p. 367-384
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| Publisher: |
Springer |
| Subject: | M-estimation | Multivariate linear regression model | Recursive algorithm | Robust estimation | Scatter parameter | Diffusion process | Strong consistency | Asymptotic normality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395661