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Nonparametric density estimates consistent of the order ofn−1/2in theL1–norm

✍ Scribed by Václav Kus

Publisher
Springer
Year
2004
Tongue
English
Weight
327 KB
Volume
60
Category
Article
ISSN
0026-1335

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📜 SIMILAR VOLUMES

On necessary conditions for the weak con
On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models
✍ 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.