An Overview of Asymptotic Properties of L p Regression Under General Classes of Error Distributions
一般误差分布下 Lp 回归渐近性质概述
We survey the asymptotic properties of regression Lp estimators under general classes of error distributions. It is found that the asymptotic distributions of Lp estimators depend crucially on p and the shape of the error distribution near the origin. A number of important features arise as a result, among which are (a) use of a small p may yield accelerated convergence rates for Lp estimators under certain classes of error distributions; (b) for p < 1, Lp regression should,…