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