L1-Norm Estimation and Random Weighting Method in a Semiparametric Model

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摘要 Inthispaper,theL1-normestimatorsandtherandomweightedstatisticforasemiparametricregressionmodelareconstructed,thestrongconvergenceratesofestimatorsareobtainundercertainconditions,thestrongefficiencyoftherandomweightingmethodisshown.AsimulationstudyisconductedtocomparetheL1-normestimatorwiththeleastsquareestimatorintermofapproximateaccuracy,andsimulationresultsaregivenforcomparisonbetweentherandomweightingmethodandnormalapproximationmethod.
机构地区 不详
出版日期 2005年02月12日(中国期刊网平台首次上网日期,不代表论文的发表时间)