Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (Q622526)

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Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies
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    Limiting behavior of recursive M-estimators in multivariate linear regression models and their asymptotic efficiencies (English)
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    5 February 2011
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    asymptotic normality
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    asymptotic relative efficiency
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    least absolute deviation
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    least squares
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    M-estimation
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    optimal estimator
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    recursive algorithm
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    regression coefficients
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    robust estimation
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