Asymptotic normality of minimum L_ 1-norm estimates in linear models

MaRDI QIDQ805113zbMATH OpenFDO

Authors Yuehua Wu, Xi-Ru Chen, Zhidong Bai, Lincheng Zhao

Publication date 1990

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality of least- squares estimatorsL1-norm estimatestandard linear model

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cited in

(34)

• Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
• \(L_{1}\) regression estimate and its bootstrap
• On Boscovich's estimator
• One-step L-estimators for the linear model
• On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
• Empirical likelihood inference for median regression models for censored survival data
• Quantile regression in varying coefficient models.
• Limiting distributions for \(L_1\) regression estimators under general conditions
• L₁-estimation in linear models with heterogeneous white noise
• A study of nonparametric regression of error distribution in linear model based on \(L_ 1\)-norm
• Inference procedures for the \(L_ 1\) regression
• Asymptotic normality of \(L_ 1\)-estimators in nonlinear regression
• \(L_1\)-norm and \(L_\infty\)-norm estimation. An introduction to the least absolute residuals, the minimax absolute residual and related fitting procedures
• Robust error density estimation in ultrahigh dimensional sparse linear model
• Novel global harmony search algorithm for least absolute deviation
• MANOVA type tests under a convex discrepancy function for the standard multivariate linear model
• The asymptotics of S-estimators in the linear regression model
• Minimum \(L_{p}\) norm estimator for simple linear regressive model
• Linear regression models using L₁,L₂ and L₁-norms
• scientific article; zbMATH DE number 4201419 (Why is no real title available?)
• Unbiased L₁and L_∞estimation
• scientific article; zbMATH DE number 4109875 (Why is no real title available?)
• scientific article; zbMATH DE number 510466 (Why is no real title available?)
• scientific article; zbMATH DE number 510476 (Why is no real title available?)
• scientific article; zbMATH DE number 954469 (Why is no real title available?)
• On the estimation of the variance of the median used in L₁linear inference procedures
• System identification in the presence of outliers and random noises: a compressed sensing approach
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant
• scientific article; zbMATH DE number 810389 (Why is no real title available?)
• A note on L-estimates for linear models
• ADMM for High-Dimensional Sparse Penalized Quantile Regression
• Asymptotics of \(M\)-estimation in nonlinear regression
• Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
• \(M\)-estimation of linear models with dependent errors

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