Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Asymptotic Properties of a Robust Estimator for Regression Models with Random Regressor

  • Published : 1999.08.01
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Abstract

This paper deals with the problem of estimating regression coefficients in nonlinear regression model having random regressor. The sufficient conditions for consistency of the $L_1$-estimator with random regressor are given and discussed in this paper. An example is given to illustrate the application of the main results.

Keywords

References

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