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Distributed fusion white noise deconvolution estimators

✍ Scribed by Xiaojun Sun; Zili Deng


Book ID
107375194
Publisher
SP Higher Education Press
Year
2009
Tongue
English
Weight
167 KB
Volume
4
Category
Article
ISSN
1673-3584

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Necessary and su cient conditions are given for the consistency of the L1-estimator ΓΏ(n) of the regression parameter ΓΏ in linear models with independent but possibly nonidentically distributed errors. The heteroscedastic case is treated as a particular case. The asymptotic normality of ΓΏ(n) is also