The estimate of the rank for regression coefficient matrix in a median regression model (Q1207252)
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scientific article; zbMATH DE number 149406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The estimate of the rank for regression coefficient matrix in a median regression model |
scientific article; zbMATH DE number 149406 |
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The estimate of the rank for regression coefficient matrix in a median regression model (English)
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1 April 1993
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Für relativ schwache Bedingungen betreffend den Medianvektor und die Designmatrix in einem multiplen Regressionsmodell wird gezeigt, daß der vorgeschlagene Schätzer für den Rang der Parametermatrix des Modells streng konsistent ist. Das Resultat stellt eine Verfeinerung früherer, mit Mitautoren veröffentlichter Arbeiten dar [siehe z.B. Statistics 21, No. 4, 503-519 (1990; Zbl 0714.62048)].
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multivariate linear regression model
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design matrices
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estimators of the rank of regression coefficient matrices
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minimum distance criterion
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model selection method
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strong consistency
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0.7783421874046326
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0.7475789189338684
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0.7466067671775818
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