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Recursive M-estimators of Location

Holst, Ulla (author)
Lund University,Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
 (creator_code:org_t)
1987
1987
English.
In: Communications in Statistics: Theory and Methods. - 0361-0926. ; 16:8, s. 2201-2226
  • Journal article (peer-reviewed)
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Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

stochastic approximation
strong regularity
median absolute deviation
autoregressive processes
Robust estimation

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art (subject category)
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