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The compression LS estimate of regression coefficient in multivariate linear model

โœ Scribed by Chen Shi-ji; Zeng Zhi-bin


Publisher
Springer
Year
1994
Tongue
English
Weight
394 KB
Volume
15
Category
Article
ISSN
0253-4827

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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