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Ukrainian Mathematical Journal

, Volume 36, Issue 3, pp 267–272 | Cite as

Consistency and asymptotic normality of least absolute value estimates

  • A. V. Ivanov
Article

Keywords

Asymptotic Normality 
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Literature cited

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    J. Pfanzagl, “On the measurability and consistency of minimum contrast estimates,” Metrika,14, No. 2, 249–272 (1969).Google Scholar
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    I. A. Ibragimov and R. Z. Khas'minskii, Asymptotic Theory of Estimation [in Russian], Nauka, Moscow (1979).Google Scholar
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    G. Basser and R. Koenker, “Asymptotic theory of least absolute regression,” J. Am. Stat. Assoc.,73, No. 363, 618–622 (1978).Google Scholar
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    A. V. Ivanov and O. M. Kozlov, “Consistency of minimum contrast estimates in the case of observations with different distributions,” Teor. Veroyatn. Mat. Statistika, No. 23, 59–68 (1980).Google Scholar
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    P. Bloomfeld and W. Steiger, “Least absolute deviations curve-fitting,” SIAM J. Sci. Stat. Comput.,1, No. 2, 290–301 (1980).Google Scholar
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    P. J. Huber, “The behavior of maximum likelihood estimates under nonstandard conditions,” in: Proc. Fifth Berkeley Symp. Math. Statist. Prob., Vol. 1, 221–234, University of California Press (1967).Google Scholar
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    R. N. Bhattacharya and R. Ranga Rao, Normal Approximation and Asymptotic Expansions, Wiley, New York (1976).Google Scholar

Copyright information

© Plenum Publishing Corporation 1985

Authors and Affiliations

  • A. V. Ivanov
    • 1
  1. 1.Institute of CyberneticsAcademy of Sciences of the Ukrainian SSRKiev

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