QQ客服 官方微博 反馈留言

	Strong convergence rate of the least median absolute estimator in linear regression models
	Ip, WC ; Yang, Y ; Kwan, PYK ; Kwan, YK
	2003
关键词	linear regression median absolute deviation strong convergence rate GENERALIZED S-ESTIMATORS ASYMPTOTICS
英文摘要	We propose a least median of absolute (LMA) estimator for a linear regression model, based on minimizing the median absolute deviation of the residuals. Under some regularity conditions on the design points and disturbances, the strong convergence rate of the LMA estimator is established.; Statistics & Probability; SCI(E); 0; ARTICLE; 2; 183-201; 44
语种	英语
出处	SCI
出版者	statistical papers
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/256021]
专题	数学科学学院
推荐引用方式 GB/T 7714	Ip, WC,Yang, Y,Kwan, PYK,et al. Strong convergence rate of the least median absolute estimator in linear regression models. 2003-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。