Correction: On $M$-Processes and $M$-Estimation
نویسندگان
چکیده
منابع مشابه
Empirical Processes: M estimation
over all (α, β). This gives us our standard least squares estimates (α̂, β̂), whose consistency we will take for granted in the ensuing discussion. Thus: (α̂, β̂) = argmin(α,β) Mn(α, β) . It is not difficult to check that: (α0, β0) = argmin(α,β)M(α, β) , where M(α, β) = P [(Y − α − β X)2] where P is the distribution of (X,Y ). Check that, up to a constant, M is a second order polynomial in (α, β) w...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1990
ISSN: 0090-5364
DOI: 10.1214/aos/1176347766