Stochastic approximation type estimators in linear models (Q4713797)

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scientific article; zbMATH DE number 10792
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Stochastic approximation type estimators in linear models
scientific article; zbMATH DE number 10792

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    Stochastic approximation type estimators in linear models (English)
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    25 June 1992
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    constancy of regression
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    new class of stochastic approximation type estimators
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    one-step version of \(M\)-estimators
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    uniform consistency
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    uniform representation
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    change detection of regression relationships
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    studentized stochastic approximation type estimators
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    scale equivariant
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