Asymptotic normality of p-norm estimators in multiple regression

DOI10.1007/BF00531893zbMath0525.62033MaRDI QIDQ3038393

Arjen E. Ronner

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitymultiple regressionp-norm estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Related Items

\(M\)-estimation of linear models with dependent errors ⋮ Suppression of decoherence by periodic forcing ⋮ Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Two Stage Least Absolute Deviations Estimators
• Asymptotic Theory of Least Absolute Error Regression
• Asymptotic Properties of Non-Linear Least Squares Estimators
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