Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (Q622526)
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scientific article; zbMATH DE number 5847173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies |
scientific article; zbMATH DE number 5847173 |
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Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (English)
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5 February 2011
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asymptotic normality
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asymptotic relative efficiency
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least absolute deviation
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least squares
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M-estimation
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optimal estimator
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recursive algorithm
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regression coefficients
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robust estimation
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0.9851748
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0.9270028
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0.9254488
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0.9149483
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