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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
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author
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
2008-10-13 11:04:26
date last changed
2016-04-15 18:41:52
@article{20676dc9-4b7b-48b4-b57c-3b6ed487cc4b,
  author       = {Englund, Jan-Eric and Holst, Ulla and Ruppert, David},
  issn         = {1467-9469},
  keyword      = {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},
}