On constrained M-estimation and its recursive analog in multivariate linear regression models

Statistica Sinica

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Main Authors:	Bai, Z., Chen, X., Wu, Y.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Asymptotic normality Breakdown point Consistency Constrained M-estimation Influence function Linear model M-estimation Recursion estimation Robust estimation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105252
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-105252
record_format	dspace
spelling	sg-nus-scholar.10635-1052522015-01-31T09:54:53Z On constrained M-estimation and its recursive analog in multivariate linear regression models Bai, Z. Chen, X. Wu, Y. STATISTICS & APPLIED PROBABILITY Asymptotic normality Breakdown point Consistency Constrained M-estimation Influence function Linear model M-estimation Recursion estimation Robust estimation Statistica Sinica 18 2 405-424 2014-10-28T05:13:35Z 2014-10-28T05:13:35Z 2008-04 Article Bai, Z.,Chen, X.,Wu, Y. (2008-04). On constrained M-estimation and its recursive analog in multivariate linear regression models. Statistica Sinica 18 (2) : 405-424. ScholarBank@NUS Repository. 10170405 http://scholarbank.nus.edu.sg/handle/10635/105252 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Asymptotic normality Breakdown point Consistency Constrained M-estimation Influence function Linear model M-estimation Recursion estimation Robust estimation
spellingShingle	Asymptotic normality Breakdown point Consistency Constrained M-estimation Influence function Linear model M-estimation Recursion estimation Robust estimation Bai, Z. Chen, X. Wu, Y. On constrained M-estimation and its recursive analog in multivariate linear regression models
description	Statistica Sinica
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Bai, Z. Chen, X. Wu, Y.
format	Article
author	Bai, Z. Chen, X. Wu, Y.
author_sort	Bai, Z.
title	On constrained M-estimation and its recursive analog in multivariate linear regression models
title_short	On constrained M-estimation and its recursive analog in multivariate linear regression models
title_full	On constrained M-estimation and its recursive analog in multivariate linear regression models
title_fullStr	On constrained M-estimation and its recursive analog in multivariate linear regression models
title_full_unstemmed	On constrained M-estimation and its recursive analog in multivariate linear regression models
title_sort	on constrained m-estimation and its recursive analog in multivariate linear regression models
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/105252
_version_	1681093253807472640

On constrained M-estimation and its recursive analog in multivariate linear regression models

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