Geodesic
Estimation of nuisance parameters for inference based on least absolute deviations
Applicationes Mathematicae, Tome 22 (1993) no. 4, pp. 515-529.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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.
DOI : 10.4064/am-22-4-515-529
Keywords: least absolute deviations, kernel density/regression estimation

Wojciech Niemiro 1

1 
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Wojciech Niemiro. Estimation of nuisance parameters for inference based on least absolute deviations. Applicationes Mathematicae, Tome 22 (1993) no. 4, pp. 515-529. doi : 10.4064/am-22-4-515-529. http://geodesic.mathdoc.fr/articles/10.4064/am-22-4-515-529/

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