nr-Consistency of certain optimal estimators, 0

Gerardo Sanz

Statistics & Probability Letters, 1991, vol. 11, issue 1, 71-76

Abstract: We prove, under mild conditions, a result about the speed of convergence of a class of estimators found by optimization of certain random criterion functions. We apply the result to the estimator of Least Absolute Deviations (LAD) in a Linear Model without second-order moment assumptions.

Keywords: Empirical; processes; stable; random; variable; Vapnik--Cervonenkis; classes; least; absolute; deviations (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(91)90182-Q
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:11:y:1991:i:1:p:71-76

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().