On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models

DOI10.1016/S0167-7152(96)00182-4zbMath0899.62034MaRDI QIDQ1380649

Zhi-Dong Bai, Yuehua Wu

Publication date: 15 November 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

weak consistencynecessary conditionminimum L1 norm estimate

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (2)

MinimumL_pNorm Estimator for Simple Linear Regressive Model ⋮ Least absolute value regression: recent contributions

Cites Work

• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Two Stage Least Absolute Deviations Estimators
• On a necessary condition for the consistency of the l₁estimates in linear regression models
• Strong consistency of M-estimates in linear models
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