Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location (Q3690865)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Small sample behavior of robust stochastic approximation and iterated weighted least squares estimates for location
scientific article

    Statements

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