Recursive M-estimators of location and Scale for Dependent Sequences

Jan-Eric Englund, Ulla Holst, David Ruppert

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	147-159
Journal	Scandinavian Journal of Statistics
Volume	15
Issue number	2
Publication status	Published - 1988

Subject classification (UKÄ)

@article{20676dc94b7b48b4b57c3b6ed487cc4b,

title = "Recursive M-estimators of location and Scale for Dependent Sequences",

keywords = "strong mixing, strong convergence, stochastic approximation, Robust estimation, recursive M-estimators",

author = "Jan-Eric Englund and Ulla Holst and David Ruppert",

year = "1988",

language = "English",

volume = "15",

pages = "147--159",

journal = "Scandinavian Journal of Statistics",

issn = "1467-9469",

publisher = "Wiley-Blackwell",

number = "2",

}

TY - JOUR

T1 - Recursive M-estimators of location and Scale for Dependent Sequences

AU - Englund, Jan-Eric

AU - Holst, Ulla

AU - Ruppert, David

PY - 1988

Y1 - 1988

KW - strong mixing

KW - strong convergence

KW - stochastic approximation

KW - Robust estimation

KW - recursive M-estimators

M3 - Article

SN - 1467-9469

VL - 15

SP - 147

EP - 159

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

IS - 2

ER -