Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
type: Item
instance of: scholarly article
title: Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
zbMATH Open document ID: 0866.62009
author: Baiqi Miao
author: Yuehua Wu
published in: Journal of Multivariate Analysis
publication date: 1997-07-31T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 954541
zbMATH Keywords: \(M\)-estimates
zbMATH Keywords: robust estimation
zbMATH Keywords: scatter parameters
zbMATH Keywords: strong consistency
zbMATH Keywords: recursive algorithms
zbMATH Keywords: multivariate linear regression models
zbMATH Keywords: asymptotic normality
zbMATH Keywords: regression coefficients
MaRDI profile type: Publication
full work available at URL: jmva.1996.0054
OpenAlex ID: W2157029526
DOI: 10.1006/JMVA.1996.0054
description: scientific article; zbMATH DE number 954541