论文信息 - On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models

On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models

Consider the model yi = x'i[beta]0 + ei, I = 1,...,n. Under very weak conditions on the error distributions, it is shown that is a necessary conditions for the weak consistency of a minimum L1-norm estimate of [beta]0, which cannot be further improved.

Yuehua Wu | Zhidong Bai | Yuehua Wu | Z. Bai

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