Recursive M-estimators of Location

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)2201-2226
JournalCommunications in Statistics: Theory and Methods
Volume16
Issue number8
Publication statusPublished - 1987

Subject classification (UKÄ)

  • Probability Theory and Statistics

Free keywords

  • stochastic approximation
  • strong regularity
  • median absolute deviation
  • autoregressive processes
  • Robust estimation

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