# Estimation of nuisance parameters for inference based on least absolute deviations

Applicationes Mathematicae (1995)

- Volume: 22, Issue: 4, page 515-529
- ISSN: 1233-7234

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topNiemiro, Wojciech. "Estimation of nuisance parameters for inference based on least absolute deviations." Applicationes Mathematicae 22.4 (1995): 515-529. <http://eudml.org/doc/219111>.

@article{Niemiro1995,

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.},

author = {Niemiro, Wojciech},

journal = {Applicationes Mathematicae},

keywords = {least absolute deviations; kernel density/regression estimation; regression estimation; density estimation; multivariate nuisance parameter; kernel smoothing; consistency; bounds on the rate of convergence},

language = {eng},

number = {4},

pages = {515-529},

title = {Estimation of nuisance parameters for inference based on least absolute deviations},

url = {http://eudml.org/doc/219111},

volume = {22},

year = {1995},

}

TY - JOUR

AU - Niemiro, Wojciech

TI - Estimation of nuisance parameters for inference based on least absolute deviations

JO - Applicationes Mathematicae

PY - 1995

VL - 22

IS - 4

SP - 515

EP - 529

AB - 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.

LA - eng

KW - least absolute deviations; kernel density/regression estimation; regression estimation; density estimation; multivariate nuisance parameter; kernel smoothing; consistency; bounds on the rate of convergence

UR - http://eudml.org/doc/219111

ER -

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