Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (Q2366549)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 227121
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences |
scientific article; zbMATH DE number 227121 |
Statements
Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (English)
0 references
28 October 1993
0 references
dependent sequences
0 references
robust estimation
0 references
adaptive stochastic approximation
0 references
elliptical distributions
0 references
strong convergence
0 references
adaptive multivariate recursive \(M\)-estimators of location
0 references
scatter matrices
0 references
strictly stationary strong mixing sequence
0 references
recursive estimator of location and scatter
0 references
0.957452654838562
0 references
0.827218770980835
0 references
0.8182393908500671
0 references
