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Limiting Behavior of M-Estimators of Regression Coefficients in High Dimensional Linear Models I. Scale Dependent Case

โœ Scribed by Z.D. Bai; Y. Wu

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
803 KB
Volume
51
Category
Article
ISSN
0047-259X

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๐Ÿ“œ SIMILAR VOLUMES

Limiting Behavior of M-Estimators of Reg
Limiting Behavior of M-Estimators of Regression-Coefficients in High Dimensional Linear Models II. Scale-Invariant Case
โœ Z.D. Bai; Y. Wu ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 317 KB

Asymptotics of M-estimators of the regression coefficients in linear models (both scale-variant and scale-invariant) when the number of regression coefficients tends to infinity as the sample size increases are investigated. The main purpose of this study is to establish the asymptotic properties un