Asymptotic Normality of the Recursive M-estimators of the Scale Parameters

Baiqi Miao, Yuehua Wu (), Donghai Liu and Qian Tong

Annals of the Institute of Statistical Mathematics, 2007, vol. 59, issue 2, 367-384

Keywords: M-estimation; Multivariate linear regression model; Recursive algorithm; Robust estimation; Scatter parameter; Diffusion process; Strong consistency; Asymptotic normality (search for similar items in EconPapers)
Date: 2007
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10463-006-0051-y (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:aistmt:v:59:y:2007:i:2:p:367-384

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10463/PS2

DOI: 10.1007/s10463-006-0051-y

Access Statistics for this article

Annals of the Institute of Statistical Mathematics is currently edited by Tomoyuki Higuchi

More articles in Annals of the Institute of Statistical Mathematics from Springer, The Institute of Statistical Mathematics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().