A note on constrained M-estimation and its recursive analog in multivariate linear regression models

DOI10.1007/S11425-009-0084-9MaRDI QIDQ1042959zbMATH OpenOpenAlexFDO

Authors Yuehua Wu, C. R. Rao

Publication date 7 December 2009

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-009-0084-9

zbMATH Keywords

breakdown pointconsistencyinfluence functionsrecursion estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Cites work

• Asymptotic normality of the recursive M-estimators of the scale parameters
• Constrained \(M\)-estimation for multivariate location and scatter
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• Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
• Multivariate recursive M-estimators of location and scatter for dependent sequences
• On constrained M-estimation and its recursive analog in multivariate linear regression models
• Robust estimation via stochastic approximation

Cited in

(11)

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• Characterization of boundedness of some commutators of maximal functions in terms of Lipschitz spaces
• Notes on M-estimation in exponential signal models
• Some notes on commutators of the fractional maximal function on variable Lebesgue spaces
• Constrained estimation and some useful results in several multivariate models
• On constrained M-estimation and its recursive analog in multivariate linear regression models
• scientific article; zbMATH DE number 3974107 (Why is no real title available?)
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• A constrained linear estimator for multiple regression
• Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
• Computing the constrained M-estimates for regression

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