Stochastic approximation type estimators in linear models

DOI10.1080/07474949108836225zbMath0735.62078OpenAlexW2062061414MaRDI QIDQ4713797

Marie Hušková

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1080/07474949108836225

zbMATH Keywords

uniform consistencyscale equivariantconstancy of regressionuniform representationchange detection of regression relationshipsnew class of stochastic approximation type estimatorsone-step version of \(M\)-estimatorsstudentized stochastic approximation type estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic approximation (62L20)

Cites Work

• Robust identification
• Recursive m–test for detection of change
• On Asymptotic Normality in Stochastic Approximation
• Unnamed Item

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