Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (Q622526): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q406202 |
Changed an Item |
||
| Property / author | |||
| Property / author: Dong-Hai Liu / rank | |||
Normal rank | |||
Revision as of 06:42, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies |
scientific article |
Statements
Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (English)
0 references
5 February 2011
0 references
asymptotic normality
0 references
asymptotic relative efficiency
0 references
least absolute deviation
0 references
least squares
0 references
M-estimation
0 references
optimal estimator
0 references
recursive algorithm
0 references
regression coefficients
0 references
robust estimation
0 references
