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nr-Consistency of certain optimal estimators, 0

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  • Sanz, Gerardo

Abstract

We prove, under mild conditions, a result about the speed of convergence of a class of estimators found by optimization of certain random criterion functions. We apply the result to the estimator of Least Absolute Deviations (LAD) in a Linear Model without second-order moment assumptions.

Suggested Citation

  • Sanz, Gerardo, 1991. "nr-Consistency of certain optimal estimators, 0," Statistics & Probability Letters, Elsevier, vol. 11(1), pages 71-76, January.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:1:p:71-76
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