Title of article
Limiting Behavior of RecursiveM-Estimators in Multivariate Linear Regression Models
Author/Authors
Miao، نويسنده , , B.Q. and Wu، نويسنده , , Y.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
21
From page
60
To page
80
Abstract
In this paper, several recursive algorithms for computingM-estimates in multivariate linear regression models are discussed. It is shown that the recursiveM-estimators of regression coefficient and scatter parameters are strongly consistent. In particular, the asymptotic normality of the recursiveM-estimators of regression coefficients is established.
Keywords
robust estimation , regression coefficients , M-estimation , Strong consistency , Asymptotic normality , scatter parameters , Recursive Algorithm
Journal title
Journal of Multivariate Analysis
Serial Year
1996
Journal title
Journal of Multivariate Analysis
Record number
1557397
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