Acta mathematica scientia,Series B ›› 1990, Vol. 10 ›› Issue (4): 412-421.

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A LARGE SAMPLE ESTIMATE IN MEDIAN LINEAR REGRESSION MODEL Ⅰ:NONTRUNCATED CASE

Chen Xiru   

  1. Graduate School, Univ. of Sci. & Tech. of China, Beijing, China
  • Received:1990-03-25 Online:1990-12-25 Published:1990-12-25
  • Supported by:
    Research supported By AFOSC, USA, under Contract F49620-85-0008,and NNSFC of China.

Abstract: 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.

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