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Formulation of L1 Norm Minimization in Gauss-Markov Models

✍ Scribed by Amiri-Simkooei, AliReza


Book ID
117991487
Publisher
American Society of Civil Engineers
Year
2003
Tongue
English
Weight
168 KB
Volume
129
Category
Article
ISSN
0733-9453

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πŸ“œ SIMILAR VOLUMES


On necessary conditions for the weak con
✍ Z.D. Bai; Y. Wu πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 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.