Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (Q2366549): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:57, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences |
scientific article |
Statements
Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (English)
0 references
28 October 1993
0 references
dependent sequences
0 references
robust estimation
0 references
adaptive stochastic approximation
0 references
elliptical distributions
0 references
strong convergence
0 references
adaptive multivariate recursive \(M\)-estimators of location
0 references
scatter matrices
0 references
strictly stationary strong mixing sequence
0 references
recursive estimator of location and scatter
0 references
