Consistency and asymptotic normality of least absolute value estimates

DOI10.1007/BF01077459zbMath0567.62014MaRDI QIDQ1059948

Alexander V. Ivanov

Publication date: 1984

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityrate of consistencyleast modulus estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) General nonlinear regression (62J02)

Related Items (1)

Formulae for theL₀,L₁andL_∞Norms

Cites Work

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• On the measurability and consistency of minimum contrast estimates
• Least Absolute Deviations Curve-Fitting
• Asymptotic Theory of Least Absolute Error Regression

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