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

DOI10.1007/s11425-009-0084-9zbMath1176.62057OpenAlexW2129534363MaRDI QIDQ1042959

Yuehua Wu

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

consistencybreakdown pointinfluence functionsrecursion estimation

Mathematics Subject Classification ID

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

Related Items (3)

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

Cites Work

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