A LARGE SAMPLE ESTIMATE IN MEDIAN LINEAR-REGRESSION MODEL-I - NONTRUNCATED CASE

被引：0

作者：

CHEN, X ^{[1
]}

机构：

[1] UNIV SCI & TECH CHINA,GRAD SCH,BEIJING,PEOPLES R CHINA

来源：

ACTA MATHEMATICA SCIENTIA | 1990年 / 10卷 / 04期

关键词：

D O I：

10.1016/S0252-9602(18)30415-6

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimates the regression coefficients by the method of weighted least squares. This method simplifies computation and in the meantime, preserves the same asymptotic normal distribution for the estimator, as in the ordinary minimum L1-norm estimates.

引用

页码：412 / 421

页数：10

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