This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimtes the regression coefficients by the method of weighted least squares. This method simplifies computation an...This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimtes 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 L_1-norm estimates.展开更多
基金Research supported By AFOSC, USA, under Contract F49620-85-0008oy NNSFC of China.
文摘This paper uses a grouping-adjusting procedure to the data from a median linear regression model, and estimtes 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 L_1-norm estimates.
