Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models

DOI10.1006/JMVA.1996.0054zbMath0866.62009OpenAlexW2157029526MaRDI QIDQ1817489

Baiqi Miao, Yuehua Wu

Publication date: 31 July 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0054

zbMATH Keywords

asymptotic normalitystrong consistencyrobust estimationrecursive algorithmsregression coefficients\(M\)-estimatesmultivariate linear regression modelsscatter parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (6)

Unnamed Item ⋮ Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models ⋮ Asymptotic normality of the recursive M-estimators of the scale parameters ⋮ On the Strong Consistency of M-Estimates in Linear Models for Negatively Superadditive Dependent Errors ⋮ Notes on M-estimation in exponential signal models ⋮ A note on constrained M-estimation and its recursive analog in multivariate linear regression models

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