On the computation and efficiency of a HBP-GM estimator some simulation results

Computational Statistics and Data Analysis

Volumn 25, Issue 1, 1997, Pages 1-15

  Hinloopen, Jeroen ^a   Wagenvoort, Rien ^a  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

Efficiency; LMS; MVE; Projection algorithm; Resampling algorithm

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS;

LEAST MEDIAN OF SQUARES (LMS) ESTIMATOR; MINIMUM VOLUME ELLIPSOID (MVE) ESTIMATOR;

PARAMETER ESTIMATION;

EID: 0031551205     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(96)00083-7     Document Type: Article

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