Estimation of nuisance parameters for inference based on least absolute deviations

Niemiro, Wojciech

Applicationes Mathematicae, Tome 23 (1995), p. 515-529 / Harvested from The Polish Digital Mathematics Library

Résumé

Statistical inference procedures based on least absolute deviations involve estimates of a matrix which plays the role of a multivariate nuisance parameter. To estimate this matrix, we use kernel smoothing. We show consistency and obtain bounds on the rate of convergence.

Publié le : 1995-01-01

Zbl 0820.62035

EUDML-ID : urn:eudml:doc:219111

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     author = {Wojciech Niemiro},
     title = {Estimation of nuisance parameters for inference based on least absolute deviations},
     journal = {Applicationes Mathematicae},
     volume = {23},
     year = {1995},
     pages = {515-529},
     zbl = {0820.62035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv22z4p515bwm}
}

Niemiro, Wojciech. Estimation of nuisance parameters for inference based on least absolute deviations. Applicationes Mathematicae, Tome 23 (1995) pp. 515-529. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv22z4p515bwm/

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