A note on constrained M-estimation and its recursive analog in multivariate linear regression models
type: Item
instance of: scholarly article
title: A note on constrained M-estimation and its recursive analog in multivariate linear regression models
zbMATH Open document ID: 1176.62057
author: Yuehua Wu
author: C. R. Rao
published in: Science in China. Series A
publication date: 2009-12-07T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 5643445
zbMATH Keywords: breakdown point
zbMATH Keywords: consistency
zbMATH Keywords: recursion estimation
zbMATH Keywords: influence functions
MaRDI profile type: Publication
full work available at URL: s11425-009-0084-9
OpenAlex ID: W2129534363
cites work: Constrained \(M\)-estimation for multivariate location and scatter
cites work: Q3502461
cites work: Robust estimation via stochastic approximation
cites work: Q3814662
cites work: Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
cites work: Q4310811
cites work: Asymptotic normality of the recursive M-estimators of the scale parameters
cites work: Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences
DOI: 10.1007/S11425-009-0084-9
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description: scientific article; zbMATH DE number 5643445