Asymptotic Normality of Minimum L1-Norm Estimates in Linear Models

Abstract

This document considers a standard linear regression model with assumed known p-vectors, unknown p-vectors of regression coefficients, and an independent random error sequence each having a median zero. Keywords: Minimization problem; Least squares estimates.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA193399

Entities

People

  • L. C. Zhao
  • X. R. Chen
  • Yipeng Wu
  • Z. D. Bai

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Asymptotic Normality
  • Coefficients
  • Consistency
  • Contracts
  • Data Science
  • Distribution Functions
  • Estimators
  • Governments
  • Information Science
  • Intellectual Property
  • Multivariate Analysis
  • Normality
  • Notation
  • Scientific Research
  • Sequences
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.