Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models (Q1817489)
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scientific article; zbMATH DE number 954541
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| English | Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models |
scientific article; zbMATH DE number 954541 |
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Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models (English)
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31 July 1997
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\(M\)-estimates
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robust estimation
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scatter parameters
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strong consistency
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recursive algorithms
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multivariate linear regression models
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asymptotic normality
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regression coefficients
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0.9576468467712402
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0.88432776927948
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0.8662402033805847
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