Multivariate recursive m estimators of location for dependent sequences

DOI10.1080/07474948908836183zbMath0675.62052OpenAlexW2041746336MaRDI QIDQ3830374

Jan-Eric Englund

Publication date: 1989

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948908836183

zbMATH Keywords

strong convergenceasymptotic normalityindependent observationsalmost sure convergencerobust estimationstrictly stationary sequencestrong mixing conditionsadaptive stochastic approximationadaptive multivariate recursive M- estimator of locationelliptically distributed observations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20) Sequential estimation (62L12)

Related Items (1)

Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models

Cites Work

• Unnamed Item
• Unnamed Item
• A maximal inequality and dependent strong laws
• Robust estimation via stochastic approximation
• An Extension of the Robbins-Monro Procedure
• On Dvoretzky's Stochastic Approximation Theorem
• On Asymptotic Normality in Stochastic Approximation
• Robust Statistics

This page was built for publication: Multivariate recursive m estimators of location for dependent sequences