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Maximum likelihood estimators in multivariate linear normal models

✍ Scribed by Dietrich von Rosen


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
673 KB
Volume
31
Category
Article
ISSN
0047-259X

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In this paper, several recursive algorithms for computing M-estimates in multivariate linear regression models are discussed. It is shown that the recursive M-estimators of regression coefficient and scatter parameters are strongly consistent. In particular, the asymptotic normality of the recursive