Notes on M-estimation in exponential signal models

DOI10.1007/s40304-019-00190-7zbMath1473.62084OpenAlexW2972567927WikidataQ115600727 ScholiaQ115600727MaRDI QIDQ2046901

Kwok-Wai Tam, Shu Ding, Yuehua Wu

Publication date: 19 August 2021

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-019-00190-7

zbMATH Keywords

consistencylimiting distributionrecursive algorithmM-estimationexponential signal model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Asymptotic normality of the recursive M-estimators of the scale parameters
• A note on constrained M-estimation and its recursive analog in multivariate linear regression models
• General \(M\)-estimation
• Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
• Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences
• Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models
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