| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153995 | Statistics & Probability Letters | 2007 | 4 Pages |
Abstract
Elemental sets are used to produce trial estimates b of the regression coefficients β. If b0 minimizes â¥b-β⥠among all elemental fits b, then â¥b0-βâ¥=OP(n-1), regardless of the criterion used. For any estimator bA, â¥bA-β⥠is at best OP(n-1/2). Hence restricting fits to elemental introduces asymptotically negligible error.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
David J. Olive, Douglas M. Hawkins,