Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
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Publication:622526
DOI10.1016/S0252-9602(10)60048-3zbMath1222.62032MaRDI QIDQ622526
Yuehua Wu, Baiqi Miao, Dong-Hai Liu
Publication date: 5 February 2011
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
asymptotic normalityasymptotic relative efficiencyleast squaresleast absolute deviationrecursive algorithmrobust estimationM-estimationregression coefficientsoptimal estimator
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