A note on constrained M-estimation and its recursive analog in multivariate linear regression models
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Publication:1042959
DOI10.1007/s11425-009-0084-9zbMath1176.62057MaRDI QIDQ1042959
Yuehua Wu, C. Radhakrishna 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
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F30: Parametric inference under constraints
62F35: Robustness and adaptive procedures (parametric inference)
65C05: Monte Carlo methods
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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