Communications for Statistical Applications and Methods

  • 제6권2호
  • /
  • Pages.345-356
  • /
  • 1999
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Asymptotic Properties of a Robust Estimator for Regression Models with Random Regressor

  • 발행 : 1999.08.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

This paper deals with the problem of estimating regression coefficients in nonlinear regression model having random regressor. The sufficient conditions for consistency of the $L_1$-estimator with random regressor are given and discussed in this paper. An example is given to illustrate the application of the main results.

키워드

참고문헌

  1. Communications in Statistics-Theory Meth v.21 Strong consistency in nonlinear regression with multiplicative error Bhattacharyya, B.B;Otsuka, Y.;Richardson, G.D.
  2. The Annals of Mathematical Statistics v.40 Asymptotic properties of nonlinear least squares estimations Jennrich, R.
  3. Journal of the Korean Statistical Society v.24 no.1 Asymptotic properties of nonlinear least absolute deviation estimators Kim, Hae Kyung;Choi, Seung hoe
  4. The Annals of Statistics v.10 The consistency of nonlinear regression minimizing the L₁-norm Oberhofer, W
  5. The Annals of Statistics v.9 Asymptotic theory of nonlinear least squares estimation Wu, C.F.
  6. Journal of The American Statistical Association v.89 The L₁-method for robust nonparametric regression Wang, F.T.;Scott, D.W.
  7. Journal of Multivariate Analysis v.54 Asymptotic normality of L₁-estimators in nonlinear regression Wang, J.