数学物理学报(英文版) ›› 1990, Vol. 10 ›› Issue (4): 412-421.
陈希孺
Chen Xiru
摘要: This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimates the regression coefficients by the method of weighted least squares. This method simplifies computation and in the meantime, preserves the same asymptotic normal distribution for the estimator, as in the ordinary minimum L1-norm estimates.