Consistency and asymptotic normality of least absolute value estimates
- 41 Downloads
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- 1.J. Pfanzagl, “On the measurability and consistency of minimum contrast estimates,” Metrika,14, No. 2, 249–272 (1969).Google Scholar
- 2.A. B. Tsybakov, “Accuracy estimates of method of minimization of empirical risk,” Probl. Peredachi Inf.,17, No. 1, 50–61 (1981).Google Scholar
- 3.I. A. Ibragimov and R. Z. Khas'minskii, Asymptotic Theory of Estimation [in Russian], Nauka, Moscow (1979).Google Scholar
- 4.G. Basser and R. Koenker, “Asymptotic theory of least absolute regression,” J. Am. Stat. Assoc.,73, No. 363, 618–622 (1978).Google Scholar
- 5.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
- 6.P. Bloomfeld and W. Steiger, “Least absolute deviations curve-fitting,” SIAM J. Sci. Stat. Comput.,1, No. 2, 290–301 (1980).Google Scholar
- 7.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
- 8.R. N. Bhattacharya and R. Ranga Rao, Normal Approximation and Asymptotic Expansions, Wiley, New York (1976).Google Scholar
© Plenum Publishing Corporation 1985