Asymptotic normality of the recursive M-estimators of the scale parameters (Q995799)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the recursive M-estimators of the scale parameters |
scientific article |
Statements
Asymptotic normality of the recursive M-estimators of the scale parameters (English)
0 references
10 September 2007
0 references
M-estimation
0 references
multivariate linear regression model
0 references
recursive algorithm
0 references
robust estimation
0 references
scatter parameter
0 references
diffusion process
0 references
strong consistency
0 references
asymptotic normality
0 references
