Asymptotic normality of p-norm estimators in multiple regression-Reference-Cited by-同舟云学术

Asymptotic normality of p-norm estimators in multiple regression

Published:1984 Issue:4 Volume:66 Page:613-620
ISSN:0044-3719
Container-title:Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
language:en
Short-container-title:Z. Wahrscheinlichkeitstheorie verw Gebiete

Author:

Ronner Arjen E.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/BF00531893.pdf

Reference6 articles.

1. Amemiya, T.: Two Stage Least Absolute Dviations Estimators. Econometrica 50, 689?711 (1982)

2. Bassett, G. Jr., Koenker, R.: Asymptotic Theory of Least Absolute Error Regression. J. Amer. Assoc. 73, 618?622 (1978)

3. Huber, P.J.: The Behavior of Maximum Likelihood Estimates Under Nonstandard Conditions. Proc. Fifth Berkeley Symp. Math. Statist. Probab. 1, 221?233 (1967)

4. Huber, P.J.: Robust Regression: Asymptotics, Conjectures and Monte Carlo. Ann. Math. Statist. 1, 799?821 (1973)

5. Jennrich, R.I.: Asymptotic Properties of Non-linear Least Squares Estimators. Ann. Math. Statist. 40, 633?643 (1969)

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