On necessary conditions for the weak con
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Z.D. Bai; Y. Wu
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Article
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1997
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Elsevier Science
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English
โ 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.