It is well known that the least absolute deviation (LAD) estimators are more robust than the least squares estimators particularly in presence of heavy tail errors. We consider the LAD estimators of the unknown parameters of one dimensional chirp signal model under independent and identically distributed error structure. The proposed estimators are strongly consistent and it is observed that th...

Abstrac t . The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L2-estimates) and the least absolute deviation estimates (Ll-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the ...

I. Introduction: The Least Squares method of estimation of parameters of linear (regression) models performs well provided that the residuals (disturbances or errors) are well behaved (preferably normally or near-normally distributed and not infested with large size outliers) and follow Gauss-Markov assumptions. However, models with the disturbances that are prominently non-normally distributed...

The least absolute deviation or L1 method is a widely known alternative to the classical least squares or L2 method for statistical analysis of linear regression models. Instead of minimizing the sum of squared errors, it minimizes the sum of absolute values of errors. Despite its long history and many ground-breaking works (cf. Portnoy and Koenker (1997) and references therein), the former has...

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.

A capillary flow liquid acquisition device (LAD) for cryogenic propellants has been developed and tested in NASA Glenn Research Center to meet the requirements of transferring cryogenic liquid propellants from storage tanks to an engine in reduced gravity environments. The prototypical mesh screen channel LAD was fabricated with a mesh screen, covering a rectangular flow channel with a cylindri...