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Asymptotic Normality of the Recursive M-estimators of the Scale Parameters

Year of publication:
2007
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
Publisher: Springer
Subject: M-estimation | Multivariate linear regression model | Recursive algorithm | Robust estimation | Scatter parameter | Diffusion process | Strong consistency | Asymptotic normality
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005395661
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