L 1-Norm Estimation and Random Weighting Method in a Semiparametric Model
Source: Acta Mathematicae Applicatae Sinica, Volume 21, Number 2, May 2005 , pp. 295-302(8)
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.
Document Type: Research Article
Publication date: May 1, 2005