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Some limit behaviors for the LS estimator in simple linear EV regression models

โœ Scribed by Yu Miao; Ke Wang; Fangfang Zhao


Book ID
108268719
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
239 KB
Volume
81
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES


Limiting Behavior of RecursiveM-Estimato
โœ B.Q. Miao; Y. Wu ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 865 KB

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