Accession Number : ADA193059

Title :   On Solvability of an Equation Arising in the Theory of M-Estimates.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Bai, Z D ; Chen, X R ; Miao, B Q ; Wu, Y H

PDF Url : ADA193059

Report Date : Nov 1987

Pagination or Media Count : 18

Abstract : This article, by obtaining the limit of probability that some equation arising in a case of M-estimate possesses at least one solution, establishes the fact that even in the simplest case, when the function rho is not differentiable at least at one point, it is not legitimate to convert a minimization problem defining the M-estimate to the solution of equations.

Descriptors :   *PROBABILITY DISTRIBUTION FUNCTIONS, EQUATIONS, PROBLEM SOLVING, MULTIVARIATE ANALYSIS, MATHEMATICAL MODELS, LINEARITY

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE