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Recursive M-estimators of Location

Author

Publishing year

1987

Language

English

Pages

2201-2226

Publication/Series

Communications in Statistics: Theory and Methods

Volume

16

Issue

8

Document type

Journal article

Publisher

Marcel Dekker

Topic

  • Probability Theory and Statistics

Keywords

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

Status

Published

ISBN/ISSN/Other

  • ISSN: 0361-0926