摘要
If in the linear model (1)the random errors e<sub>1</sub>, e<sub>2</sub>,...satisfy assumption (B) (See Section 1), then a necessary condition for the consistency of the LAD estimate of β<sub>o</sub> is sum from i=1 to∞‖xi‖<sup>2</sup>=∞.
If in the linear model (1)the random errors e<sub>1</sub>, e<sub>2</sub>,...satisfy assumption (B) (See Section 1), then a necessary condition for the consistency of the LAD estimate of β<sub>o</sub> is sum from i=1 to∞‖xi‖<sup>2</sup>=∞.
基金
Supported by the National Natural Sciences Foundation of China.