Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Recursive M-estimators of location and Scale for Dependent Sequences

Englund, Jan-Eric ; Holst, Ulla LU and Ruppert, David (1988) In Scandinavian Journal of Statistics 15(2). p.147-159
Please use this url to cite or link to this publication:
author
; and
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
strong mixing, strong convergence, stochastic approximation, Robust estimation, recursive M-estimators
in
Scandinavian Journal of Statistics
volume
15
issue
2
pages
147 - 159
publisher
Wiley-Blackwell
ISSN
1467-9469
language
English
LU publication?
yes
id
20676dc9-4b7b-48b4-b57c-3b6ed487cc4b (old id 1244944)
date added to LUP
2016-04-01 11:37:31
date last changed
2018-11-21 19:58:27
@article{20676dc9-4b7b-48b4-b57c-3b6ed487cc4b,
  author       = {{Englund, Jan-Eric and Holst, Ulla and Ruppert, David}},
  issn         = {{1467-9469}},
  keywords     = {{strong mixing; strong convergence; stochastic approximation; Robust estimation; recursive M-estimators}},
  language     = {{eng}},
  number       = {{2}},
  pages        = {{147--159}},
  publisher    = {{Wiley-Blackwell}},
  series       = {{Scandinavian Journal of Statistics}},
  title        = {{Recursive M-estimators of location and Scale for Dependent Sequences}},
  volume       = {{15}},
  year         = {{1988}},
}