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On the measurability and consistency of minimum contrast estimates

โœ Scribed by J. Pfanzagl


Book ID
110590851
Publisher
Springer
Year
1969
Tongue
English
Weight
1014 KB
Volume
14
Category
Article
ISSN
0026-1335

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On necessary conditions for the weak con
โœ Z.D. Bai; Y. Wu ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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.