Recursive M-estimators of location
DOI10.1080/03610928708829501zbMATH Open0628.62082OpenAlexW2050367484MaRDI QIDQ3765076FDOQ3765076
Authors: Ulla Holst 
Publication date: 1987
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928708829501
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Cites Work
- Robust Statistics
- Title not available (Why is that?)
- Robust estimation in dependent situations
- Behavior of robust estimators in the regression model with dependent errors
- Robust identification
- Recursive computation of M-estimates for the parameters of a finite autoregressive process
- Recursive estimation of quantitles using recursive kernel density estimators
- An Extension of the Robbins-Monro Procedure
- Robust estimation via stochastic approximation
- Convergence of a recursive robust algorithm with strongly regular observations
- A limit theorem for the Robbins-Monro approximation
Cited In (3)
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