Asymptotic normality of the recursive M-estimators of the scale parameters (Q995799): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10463-006-0051-y / rank
 
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Latest revision as of 14:10, 26 June 2024

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Asymptotic normality of the recursive M-estimators of the scale parameters
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    Asymptotic normality of the recursive M-estimators of the scale parameters (English)
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    10 September 2007
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    M-estimation
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    multivariate linear regression model
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    recursive algorithm
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    robust estimation
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    scatter parameter
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    diffusion process
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    strong consistency
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    asymptotic normality
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