On constrained m-estimation and its recursive analog in multivariate linear regression models
文献类型：期刊论文
| 作者 | Bai, Zhidong1,2; Chen, Xiru3; Wu, Yuehua4 |
| 刊名 | Statistica sinica
 |
| 出版日期 | 2008-04-01 |
| 卷号 | 18期号:2页码:405-424 |
| 关键词 | Asymptotic normality Breakdown point Consistency Constrained m-estimation Influence function Linear model M-estiniation Recursion estimation Robust estimation |
| ISSN号 | 1017-0405 |
| 通讯作者 | Bai, zhidong(baizd@nenu.edu.cn) |
| 英文摘要 | In this paper, the constrained m-estimation of the regression coefficients and scatter parameters in a multivariate linear regression model is considered. robustness and asymptotic behavior are investigated. since constrained m-estimation is not easy to compute, an up-dating recursion procedure is proposed to simplify the computation of the estimators when a new observation is obtained. we show that, under mild conditions, the recursion estimates are strongly consistent. a monte carlo simulation study of the recursion estimates is also provided. |
| WOS关键词 | DEPENDENT SEQUENCES ; LOCATION ; SCATTER |
| WOS研究方向 | Mathematics |
| WOS类目 | Statistics & Probability |
| 语种 | 英语 |
| WOS记录号 | WOS:000255885400003 |
| 出版者 | STATISTICA SINICA |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2388163 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Bai, Zhidong |
| 作者单位 | 1.NE Normal Univ, Sch Math & Stat, Changchun, Jilin, Peoples R China 2.Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore 3.Grad Univ, Chinese Acad Sci, Dept Math, Beijing, Peoples R China 4.York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada |
| 推荐引用方式 GB/T 7714 | Bai, Zhidong,Chen, Xiru,Wu, Yuehua. On constrained m-estimation and its recursive analog in multivariate linear regression models[J]. Statistica sinica,2008,18(2):405-424. |
| APA | Bai, Zhidong,Chen, Xiru,&Wu, Yuehua.(2008).On constrained m-estimation and its recursive analog in multivariate linear regression models.Statistica sinica,18(2),405-424. |
| MLA | Bai, Zhidong,et al."On constrained m-estimation and its recursive analog in multivariate linear regression models".Statistica sinica 18.2(2008):405-424. |
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来源：中国科学院大学
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