Four (Pathological) examples in asymptotic statistics

Roger W. Koenker, Gilbert W. Bassett

Research output: Contribution to journalArticlepeer-review

Abstract

Four simple examples illustrating varieties of pathological asymptotic behavior are presented. The examples are based on some recent work on l1 asymptotics. The examples have some pedagogical value in clarifying the role of certain standard regularity conditions.

Original languageEnglish (US)
Pages (from-to)209-212
Number of pages4
JournalAmerican Statistician
Volume38
Issue number3
DOIs
StatePublished - Aug 1984

Keywords

  • Asymptotics
  • Least absolute value estimation
  • Linear model
  • Median

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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