Nonlinear Lp-norm estimation: Part II: The asymptotic distribution gf the exponent, p, as a function of the sample kurtosis.

DOI10.1080/03610928508828953MaRDI QIDQ3685869zbMATH OpenOpenAlexFDO

Authors René Gonin, Arthur H. Money

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508828953

zbMATH Keywords

adaptive procedureasymptotic normalityasymptotic varianceskurtosis

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05)

Recommendations

• Nonlinear L_P-norm estimation: part I - on the choice of the exponent, p, where the errors are additive
• scientific article; zbMATH DE number 194757
• Optimal nonlinear L_p-norm estimation
• The optimal L_pnorm estimator in linear regression models
• An Overview of Asymptotic Properties ofL_pRegression Under General Classes of Error Distributions

Cites work

• scientific article; zbMATH DE number 3426675 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Nonuniqueness of least absolute values regression
• The linear regression model: L_pnorm estimation and the choice of p

Cited in

(6)

• A note on the estimation of \(L^ p\)-norms
• Diagnostics for nonlinear \(L_ p\)-norm estimation
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
• The optimal L_pnorm estimator in linear regression models
• Nonlinear L_P-norm estimation: part I - on the choice of the exponent, p, where the errors are additive
• Numerical algorithms for solving nonlinearL_р-norm estimation problems: part II - a mixture method for large residual and illo-conditioned problems

This page was built for publication: Nonlinear L_p-norm estimation: Part II: The asymptotic distribution gf the exponent, p, as a function of the sample kurtosis.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3685869)