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Strong consistency and exponential rate of the "minimum L1-norm" estimates in linear regression models

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  • Wu, Yuehua

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  • Wu, Yuehua, 1988. "Strong consistency and exponential rate of the "minimum L1-norm" estimates in linear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 6(3), pages 285-295, April.
    • Handle: RePEc:eee:csdana:v:6:y:1988:i:3:p:285-295
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    Cited by:

    1. Bai, Z. D. & Wu, Y., 1997. "On necessary conditions for the weak consistency of minimum L1-norm estimates in linear models," Statistics & Probability Letters, Elsevier, vol. 34(2), pages 193-199, June.
    2. Elyasiani, Elyas & Movaghari, Hadi, 2022. "Determinants of corporate cash holdings: An application of a robust variable selection technique," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 967-993.
    3. Gabriela Ciuperca, 2011. "Estimating nonlinear regression with and without change-points by the LAD method," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 717-743, August.

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