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Multivariate recursive m estimators of location for dependent sequences

 

作者: Jan-Eric Englund,  

 

期刊: Sequential Analysis  （Taylor Available online 1989）
卷期: Volume 8, issue 3  

页码: 293-315

 

ISSN:0747-4946

 

年代: 1989

 

DOI:10.1080/07474948908836183

 

出版商: Marcel Dekker, Inc.

 

关键词: robust eestimation;adaptive Stochastic approximation;strong mixing;strong convergence

 

数据来源: Taylor

 

摘要:

We consider an adaptive multivariate recursive M estimator of location for elliptically distributed observations with known scatter. Results on strong convergence are given when the observations can be described by a strictly stationary sequence satisfying certain strong mixing conditions. The asymptotic distribution of the estimators for independent observations are also discussed.

 

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