✦ LIBER ✦

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

✍ Scribed by Z.D. Bai; Y. Wu

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 347 KB
Volume: 34
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00182-4

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✦ Synopsis

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.

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