The Annals of Statistics
- Ann. Statist.
- Volume 10, Number 1 (1982), 316-319.
The Consistency of Nonlinear Regression Minimizing the $L_1$-Norm
Abstract
We consider conditions in a nonlinear regression model for the consistency of the estimator obtained by minimizing the $L_1$-norm, i.e. the sum of absolute deviations.
Article information
Source
Ann. Statist. Volume 10, Number 1 (1982), 316-319.
Dates
First available in Project Euclid: 12 April 2007
Permanent link to this document
http://projecteuclid.org/euclid.aos/1176345716
Digital Object Identifier
doi:10.1214/aos/1176345716
Mathematical Reviews number (MathSciNet)
MR642745
Zentralblatt MATH identifier
0479.62054
JSTOR
links.jstor.org
Subjects
Primary: 62F12: Asymptotic properties of estimators
Secondary: 62J07: Ridge regression; shrinkage estimators
Keywords
Nonlinear regression $L_1$-norm consistency
Citation
Oberhofer, Walter. The Consistency of Nonlinear Regression Minimizing the $L_1$-Norm. Ann. Statist. 10 (1982), no. 1, 316--319. doi:10.1214/aos/1176345716. http://projecteuclid.org/euclid.aos/1176345716.
