Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences
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Publication:2366549
DOI10.1006/jmva.1993.1038zbMath0773.62035MaRDI QIDQ2366549
Publication date: 28 October 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1038
strong convergence; elliptical distributions; robust estimation; dependent sequences; adaptive stochastic approximation; scatter matrices; adaptive multivariate recursive \(M\)-estimators of location; recursive estimator of location and scatter; strictly stationary strong mixing sequence
62H12: Estimation in multivariate analysis
62F35: Robustness and adaptive procedures (parametric inference)
60F15: Strong limit theorems
62L12: Sequential estimation
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