Asymptotic normality of the recursive M-estimators of the scale parameters (Q995799)
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scientific article; zbMATH DE number 5189163
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| English | Asymptotic normality of the recursive M-estimators of the scale parameters |
scientific article; zbMATH DE number 5189163 |
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Asymptotic normality of the recursive M-estimators of the scale parameters (English)
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10 September 2007
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M-estimation
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multivariate linear regression model
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recursive algorithm
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robust estimation
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scatter parameter
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diffusion process
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strong consistency
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asymptotic normality
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0.91970944
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0.9145437
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0.8940481
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0.8925275
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0.89252734
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