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On a necessary condition for the consistency of the l 1 estimates in linear regression models

✍ Scribed by Chen, X.R.; Wu, Y.

Book ID
126734826
Publisher
Taylor and Francis Group
Year
1993
Tongue
English
Weight
225 KB
Volume
22
Category
Article
ISSN
0361-0926

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πŸ“œ 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 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.