L1-Norm Estimation and Random Weighting Method in a Semiparametric Model

(整期优先)网络出版时间:2005-02-12
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Inthispaper,theL1-normestimatorsandtherandomweightedstatisticforasemiparametricregressionmodelareconstructed,thestrongconvergenceratesofestimatorsareobtainundercertainconditions,thestrongefficiencyoftherandomweightingmethodisshown.AsimulationstudyisconductedtocomparetheL1-normestimatorwiththeleastsquareestimatorintermofapproximateaccuracy,andsimulationresultsaregivenforcomparisonbetweentherandomweightingmethodandnormalapproximationmethod.