Estimation of nuisance parameters for inference based on least absolute deviations

Volume 22 / 1995

Wojciech Niemiro Applicationes Mathematicae 22 (1995), 515-529 DOI: 10.4064/am-22-4-515-529

Abstract

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.

Authors

  • Wojciech Niemiro

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