Minimum Lp Norm Estimator for Simple Linear Regressive Model
We consider the simple linear regressive model, whose error processes are decrescent. The minimum Lp(p greater than or equal to 1) norm estimator of the unknown parameter for this model is investigated and the consistency and asymptotic distribution are also obtained.
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| Published in | Communications in statistics. Theory and methods Vol. 40; no. 4-6; pp. 571 - 580 |
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| Main Authors | , , |
| Format | Journal Article |
| Language | English |
| Published |
Philadelphia, PA
Taylor & Francis
2011
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| Subjects | |
| Online Access | Get full text |
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| Abstract | We consider the simple linear regressive model, whose error processes are decrescent. The minimum Lp(p greater than or equal to 1) norm estimator of the unknown parameter for this model is investigated and the consistency and asymptotic distribution are also obtained. |
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| AbstractList | We consider the simple linear regressive model, whose error processes are decrescent. The minimum Lp(p greater than or equal to 1) norm estimator of the unknown parameter for this model is investigated and the consistency and asymptotic distribution are also obtained. |
| Author | YU MIAO GUANGYU YANG JIANYONG MU |
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| DOI | 10.1080/03610920903391311 |
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| EISSN | 1532-415X |
| EndPage | 580 |
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| Issue | 4-6 |
| Keywords | norm estimate 62J05 Statistical distribution Error estimation Consistency Simple linear regressive model Asymptotic distribution Asymptotic convergence Linear model Statistical method Linear process Auto-regression model Regression model 62F12 Minimum L 62E17 |
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| Snippet | We consider the simple linear regressive model, whose error processes are decrescent. The minimum Lp(p greater than or equal to 1) norm estimator of the... |
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| SubjectTerms | Asymptotic properties Consistency Distribution theory Errors Estimators Exact sciences and technology General topics Mathematical models Mathematics Norms Probability and statistics Sciences and techniques of general use Statistics |
| Title | Minimum Lp Norm Estimator for Simple Linear Regressive Model |
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