Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies

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Publication:622526

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DOI10.1016/S0252-9602(10)60048-3zbMath1222.62032MaRDI QIDQ622526

Yuehua Wu, Baiqi Miao, Dong-Hai Liu

Publication date: 5 February 2011

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality asymptotic relative efficiency least squares least absolute deviation recursive algorithm robust estimation M-estimation regression coefficients optimal estimator

Mathematics Subject Classification ID

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

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