Consistency of minimum contrast estimators in non-standard cases
β Scribed by R. -D. Reiss
- Publisher
- Springer
- Year
- 1978
- Tongue
- English
- Weight
- 582 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
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Consider the model yi = x~llo + e,, i = 1 ..... n. Under very weak conditions on the error distributions, it is shown that inf.u ]Z~nl~'x,I = ~c is a necessary condition for the weak consistency of a minimum Lt-norm estimate of ,8o, which cannot be further improved.