Radhakrishna Rao, C. ; Zhaoa, L.C. (1992) On the consistency of M-estimate in a linear model obtained through an estimating equation Statistics & Probability Letters, 14 (1). pp. 79-84. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...
Related URL: http://dx.doi.org/10.1016/0167-7152(92)90214-P
Abstract
We consider the linear model yi = x'iβ + ei, i = 1,...,n, and an estimating equation of the form ψ(y1-x'1β)x1 + ... + ψ(yn - X'nβ)xn = 0 and prove the consistency of the estimator β under some mild conditions on ψ. The conditions imposed are much weaker than those assumed in earlier work by other authors. AMS 1980 Subject Classifications: 62J05, 62F10, 62F12.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Consistency; Estimating Equation; Gauss-Markov Model |
| ID Code: | 42472 |
| Deposited On: | 02 Jun 2011 14:44 |
| Last Modified: | 02 Jun 2011 14:44 |
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