THE ESTIMATE OF THE RANK FOR REGRESSION COEFFICIENT MATRIX IN A MEDIAN REGRESSION MODEL
Citation：
Miao Baiqi（缪柏其）.THE ESTIMATE OF THE RANK FOR REGRESSION COEFFICIENT MATRIX IN A MEDIAN REGRESSION MODEL[J].Chinese Annals of Mathematics B,1992,13(2):205~214
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Authors：
Miao Baiqi（缪柏其）;
Abstract：
It is discussed to infer the rank of regression coefficient matrix in a multivariate linear regression model.If the zero median vector is unique and the design matrices satisfy some weaker conditions,it is derived that the estimators of the rank of regression coefficient matrix under the minimum distancecriterion by using model selection method is strongly consistent.
