Chen, X. R., Zhao, L. C. and Wu, Y. H (1993). On conditions of consistency of ML<SUB>1</SUB>N estimates. Vol.3, No.1.

Statistica Sinica 3(1993), 9-18

ON CONDITIONS OF CONSISTENCY

OF ML₁N ESTIMATES

Xiru Chen, Lincheng Zhao and Yuehua Wu

University of Science and Technology of China and York University

Abstract: Chen and Wu (1992) proposed a conjecture on the consistency of the Minimum L₁-Norm (ML₁N) estimator in linear regression mode ls. Here we prove two theorems showing that the conjecture is true under some circumstances.

Key words and phrases: Minimum L₁-norm estimate, consistency, linear regression model.