Strong consistency and exponential rate of the ``minimum L_ 1-norm estimates in linear regression models

DOI10.1016/0167-9473(88)90007-2zbMATH Open0726.62101OpenAlexW2087243123MaRDI QIDQ804172FDOQ804172

Authors: Yuehua Wu 

Publication date: 1988

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(88)90007-2

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zbMATH Keywords

strong consistencyminimum L1-norm estimator

Mathematics Subject Classification ID

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

Cites Work

• Robust Statistics
• The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
• Regression models with infinitely many parameters: Consistency of bounded linear functionals

Cited In (15)

• On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
• Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples
• Strong convergence rate of the least median absolute estimator in linear regression models
• On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
• Robust error density estimation in ultrahigh dimensional sparse linear model
• Title not available (Why is that?)
• The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
• Some contributions to M-estimation in linear models
• Estimating nonlinear regression with and without change-points by the LAD method
• Minimum \(L_{p}\) norm estimator for simple linear regressive model
• Strong consistency of M-estimates in linear models
• Title not available (Why is that?)
• Least absolute value regression: recent contributions
• Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models
• \(L_ p\)-linear regression, consistency and significative regression in median

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