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

DOI10.1016/0167-9473(88)90007-2MaRDI QIDQ804172zbMATHOpenAlexFDO

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

zbMATH Keywords

strong consistencyminimum L1-norm estimator

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(15)

• Asymptotics of the “minimumL 1-norm” estimates in nonparametric regression models
• Strong convergence rate of the least median absolute estimator in linear regression models
• On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
• \(L_ p\)-linear regression, consistency and significative regression in median
• Strong consistency of M-estimates in linear models
• Estimating nonlinear regression with and without change-points by the LAD method
• Some contributions to M-estimation in linear models
• Minimum \(L_{p}\) norm estimator for simple linear regressive model
• On the rates of convergence of “minimum l₁-norm” estimates in a partly linear model
• The strong consistency of \(M\) estimator in a linear model for negatively dependent random samples
• scientific article; zbMATH DE number 774823 (Why is no real title available?)
• Further study strong consistency of \(M\) estimator in linear model for \(\tilde \rho\)-mixing random samples
• scientific article; zbMATH DE number 4060526 (Why is no real title available?)
• Least absolute value regression: recent contributions
• Robust error density estimation in ultrahigh dimensional sparse linear model

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