Asymptotic normality of the recursive M-estimators of the scale parameters

DOI10.1007/S10463-006-0051-YMaRDI QIDQ995799zbMATH OpenOpenAlexFDO

Authors Baiqi Miao, Yuehua Wu, Qian Tong, Dong-Hai Liu

Publication date 10 September 2007

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-006-0051-y

zbMATH Keywords

asymptotic normalitystrong consistencyM-estimationrecursive algorithmrobust estimationdiffusion processmultivariate linear regression modelscatter parameter

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• scientific article; zbMATH DE number 4090588 (Why is no real title available?)
• scientific article; zbMATH DE number 681265 (Why is no real title available?)
• scientific article; zbMATH DE number 850167 (Why is no real title available?)
• Limiting behavior of recursive \(M\)-estimators in multivariate linear regression models
• Multivariate recursive \(M\)-estimators of location and scatter for dependent sequences
• One-Step Huber Estimates in the Linear Model
• Robust m-estimators of multivariate location and scatter
• The elements of statistical learning. Data mining, inference, and prediction
• Weak convergence of recursions

Cited in

(9)

• Exact inference on scaling parameters in norm and antinorm contoured sample distributions
• scientific article; zbMATH DE number 7108251 (Why is no real title available?)
• scientific article; zbMATH DE number 4090588 (Why is no real title available?)
• Asymptotic properties on high-dimensional multivariate regression M-estimation
• Recursive M-estimators of location
• scientific article; zbMATH DE number 3907581 (Why is no real title available?)
• A note on constrained M-estimation and its recursive analog in multivariate linear regression models
• Conditions of Asymptotic Normality of One-Step M-Estimators
• Notes on M-estimation in exponential signal models

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• ElemStatLearn

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