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

被引：0
|
作者：
缪柏其 [1 ]
机构：
[1] Department of Mathematics University of Science and Technology of China Hefei Anhui 230026 China
来源：
ChineseAnnalsofMathematics | 1992年 / 02期
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;
D O I：
暂无
中图分类号：
学科分类号：
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.
引用
收藏
页码：205 / 214
页数：10
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