XU Wei, . M-ESTIMATION FOR GENERAL LINEAR MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(4): 346-351.
Citation: XU Wei, . M-ESTIMATION FOR GENERAL LINEAR MODEL[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(4): 346-351.
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M-ESTIMATION FOR GENERAL LINEAR MODEL

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  • This paper deals with M-estimators for the general linear model. The idea of M- estimators was first proposed by P. J. Huber. Under a set of assumptions, the paper gives a consistency property.
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