Abstract
In this paper, the L 1-norm estimators and the random weighted statistic for a semiparametric regression model are constructed, the strong convergence rates of estimators are obtain under certain conditions, the strong efficiency of the random weighting method is shown. A simulation study is conducted to compare the L 1-norm estimator with the least square estimator in term of approximate accuracy, and simulation results are given for comparison between the random weighting method and normal approximation method.
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Supported by the Natural Science Foundation of Beijing City of China (1042002), the Science and Technology Development Foundation of Education Committee of Beijing City, the Special Expenditure of Excellent Person Education of Beijing (20041D0501515) and the grants (HKU7181/02H, HKU7060/04P) from Research Grants Council of Hong Kong, Hong Kong.
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Xue, Lg., Zhu, Lx. L 1-Norm Estimation and Random Weighting Method in a Semiparametric Model. Acta Mathematicae Applicatae Sinica, English Series 21, 295–302 (2005). https://doi.org/10.1007/s10255-005-0237-8
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DOI: https://doi.org/10.1007/s10255-005-0237-8