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