Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (Q2366549)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences |
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Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences (English)
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28 October 1993
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dependent sequences
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robust estimation
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adaptive stochastic approximation
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elliptical distributions
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strong convergence
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adaptive multivariate recursive \(M\)-estimators of location
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scatter matrices
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strictly stationary strong mixing sequence
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recursive estimator of location and scatter
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