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December, 1985 On Boscovich's Estimator
Roger Koenker, Gilbert Bassett
Ann. Statist. 13(4): 1625-1628 (December, 1985). DOI: 10.1214/aos/1176349759

Abstract

Boscovich's (1757) proposal to estimate the parameters of a linear model by minimizing the sum of absolute deviations subject to the constraint that the mean residual be zero is considered. The asymptotic theory of the estimator confirms a remark of Edgeworth who called it a "remarkable hybrid" between $\mathscr{l}_1$ and $\mathscr{l}_2$ methods.

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Roger Koenker. Gilbert Bassett. "On Boscovich's Estimator." Ann. Statist. 13 (4) 1625 - 1628, December, 1985. https://doi.org/10.1214/aos/1176349759

Information

Published: December, 1985
First available in Project Euclid: 12 April 2007

zbMATH: 0612.62041
MathSciNet: MR811514
Digital Object Identifier: 10.1214/aos/1176349759

Subjects:
Primary: 62F12
Secondary: 62J07

Rights: Copyright © 1985 Institute of Mathematical Statistics

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Vol.13 • No. 4 • December, 1985
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