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SCOPUS
Asymptotic Properties of Nonlinear Least Absolute Deviation Estimators
김해경 , 최승회 ( Hae Kyung Kim , Seung Hoe Choi )
UCI I410-ECN-0102-2008-310-002185563
* 발행 기관의 요청으로 이용이 불가한 자료입니다.

This paper is concerned with the asymptotic properties of the least absolute deviation estimators for nonlinear regression models. The simple and practical sufficient conditions for the strong consistency and the asymptotic normality of the least absolute deviation estimators are given. It is confirmed that the extension of these properties to wide class of regression functions can be established by imposing some condition on the input values. A confidence region based on the least absolute deviation estimators is proposed and some desirable asymptotic properties including the asymptotic relative efficiency are also discussed for various error distributions. Some examples are given to illustrate the application of main results.

[자료제공 : 네이버학술정보]
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