THE ESTIMATE OF THE RANK FOR REGRESSION COEFFICIENT MATRIX IN A MEDIAN REGRESSION MODEL

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作者
缪柏其 [1 ]
机构
[1] Department of Mathematics University of Science and Technology of China Hefei Anhui 230026 China
基金
美国国家科学基金会;
关键词
THE ESTIMATE OF THE RANK FOR REGRESSION COEFFICIENT MATRIX IN A MEDIAN REGRESSION MODEL; RANK;
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摘要
It is discussed to infer the rank of regression coefficient matrix in a multivariate linear regression model. If the zero median vector is unique and the design matrices satisfy some weaker conditions, it is derived that the estimators of the rank of regression coefficient matrix under the minimum distance criterion by using model selection method is strongly consistent.
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页码:205 / 214
页数:10
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