Accession Number : ADA185487
Title : Strong Consistency of M-Estimates for the Linear Model.
Descriptive Note : Technical rept.,
Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
Personal Author(s) : Chen, X R ; Wu, Yeuhua
PDF Url : ADA185487
Report Date : Jul 1987
Pagination or Media Count : 19
Abstract : Let (sub 1),...,(sub n),... be i.i.d. observations of a random vector (X,Y) were Y is one-dimensional and X may be multi-dimensional. Suppose that the regression of Y to X, in some sense, is a linear function alpha sub o + beta sub o. It is desired to estimate the unknown parameters alpha sub o, beta sub o, using the observations (sub 1),...(sub n,). A much discussed class of estimates is the so-called M-estimate, which takes the solution of a certain minimization problem as the estimator. Here rho is a properly selected function defined over R' = (infinity). (Keywords: linear models).
Descriptors : *ESTIMATES, *MATHEMATICAL MODELS, FUNCTIONS(MATHEMATICS), LINEAR SYSTEMS, LINEARITY, CONSISTENCY, MULTIVARIATE ANALYSIS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE