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Communications in Statistics - Theory and Methods Volume 22, 1993 - Issue 3
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Original Articles

On a necessary condition for the consistency of the l1 estimates in linear regression models

X.R. Chen Graduate School, Academia Sinica, Beijing, People's Republic of China
&
Y. Wu Department of Math, and Stat, York University, North York, Ontario, M3J 1P3, Canada4700 Keele Street
Pages 631-639 | Received 01 Mar 1992, Published online: 27 Jun 2007

Citations (6)

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Terry E. Dielman. (2005) Least absolute value regression: recent contributions. Journal of Statistical Computation and Simulation 75:4, pages 263-286.
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Articles from other publishers (5)

Bu-Yong Kim. (2010) Algorithm for the L 1 -Regression Estimation with High Breakdown Point . Communications for Statistical Applications and Methods 17:4, pages 541-550.
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Guy Cohen & Joseph M. Francos. (2002) Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields. Journal of Multivariate Analysis 82:2, pages 431-444.
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Z.D. Bai & Y. Wu. (1997) On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models. Statistics & Probability Letters 34:2, pages 193-199.
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Chen Xiru, Wu Yuehua & Zhao Lincheng. (1996) A necessary condition for the consistency of LAD estimate. Acta Mathematica Sinica 12:3, pages 292-297.
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Zhu Yu Li. (1995) A study of nonparametric estimation of error distribution in linear model based on $L\sb 1$-norm. Hiroshima Mathematical Journal 25:1.
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