On Solvability of an Equation Arising in the Theory of M-Estimates.

Abstract

This article, by obtaining the limit of probability that some equation arising in a case of M-estimate possesses at least one solution, establishes the fact that even in the simplest case, when the function rho is not differentiable at least at one point, it is not legitimate to convert a minimization problem defining the M-estimate to the solution of equations.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1987
Accession Number
ADA193059

Entities

People

  • B. Q. Miao
  • X. R. Chen
  • Yuchao Wu
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

DTIC Thesaurus Topics

  • Air Force
  • Classification
  • Contracts
  • Copyrights
  • Distribution Functions
  • Equations
  • Governments
  • Intervals
  • Multivariate Analysis
  • Notation
  • Order Statistics
  • Probability
  • Random Variables
  • Scientific Research
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Statistical inference.