Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location (Q3690865)
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English | Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location |
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Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location (English)
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1984
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robust point estimation
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robust interval estimation
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robust confidence intervals
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adaptive stochastic approximation
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scale estimation
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robust estimates of location
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Robbins-Monro stochastic approximation algorithm
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SA-estimates
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Monte Carlo swindle techniques
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one-step M-estimates
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weighted least squares estimates
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efficiencies
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expected confidence interval lengths
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studentizing
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asymptotic variance formula
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