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Corrigendum to “On the L∞ consistency of L2 estimators”

✍ Scribed by P.E. Caines; Melike Baykal-Gürsoy


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
40 KB
Volume
12
Category
Article
ISSN
0167-6911

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📜 SIMILAR VOLUMES


On necessary conditions for the weak con
✍ Z.D. Bai; Y. Wu 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 347 KB

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.