JIN Youlai. A Note on the Consistency of MinimumL1 -norm Estimators in Linear Models under NOD Errors[J]. Journal of Neijiang Normal University, 2017, (4): 47-49. DOI: 10.13603/j.cnki.51-1621/z.2017.04.010
Citation: JIN Youlai. A Note on the Consistency of MinimumL1 -norm Estimators in Linear Models under NOD Errors[J]. Journal of Neijiang Normal University, 2017, (4): 47-49. DOI: 10.13603/j.cnki.51-1621/z.2017.04.010

A Note on the Consistency of MinimumL1 -norm Estimators in Linear Models under NOD Errors

  • Based on the NOD errors, the corresponding results for the consistency of L1-norm estimators of the regression coefficients in a linear model were produced. For the linear regression model including a constant term, under NOD errors and using the properties of NOD sequences, the weak consistency and the strong consistency ofL1-norm estimators of the un- known constant and the unknown parameter are presented. These extend the results obtained to the linear regression models with a constant term.
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