Minimum L_p Norm Estimator for Simple Linear Regressive Model

Abstract

We consider the simple linear regressive model, whose error processes are decrescent. The minimum L _p (p ≥ 1) norm estimator of the unknown parameter for this model is investigated and the consistency and asymptotic distribution are also obtained.

Keywords:

• Asymptotic distribution
• Auto-regression model
• Consistency
• Minimum L _p norm estimate
• Simple linear regressive model

Mathematics Subject Classification:

• 62J05
• 62F12
• 62E17

Acknowledgment

The authors are very grateful to the referees for their critical and valuable comments, which corrected some mistakes and improved the presentation of this article.