Nonlinear Lp-norm estimation: Part II: The asymptotic distribution gf the exponent, p, as a function of the sample kurtosis.

DOI10.1080/03610928508828953zbMath0569.62056OpenAlexW2051690950MaRDI QIDQ3685869

Arthur H. Money, René Gonin

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828953

zbMATH Keywords

asymptotic normalitykurtosisasymptotic variancesadaptive procedure

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (2)

Numerical algorithms for solving nonlinearL_р-norm estimation problems: part II - a mixture method for large residual and illo-conditioned problems ⋮ Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example

Cites Work

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• The linear regression model: L_pnorm estimation and the choice of p
• Nonuniqueness of least absolute values regression

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