1. Linear Representation of M-Estimates in Linear Models ( C. Radhakrishna Rao and L. C. Zhao )
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 20, No. 4 (Dec., 1992), pp. 359-368 (article consists of 10 pages)
website: http://www.jstor.org/pss/3315607
2. An H Z, Chen Z G. On convergence of LAD estimates in autoregression with infinite variance. J Multivariate Anal, 1982, 12(3):335-345 0047-259X 11页
3. Davis R, Knight K, Liu J. M-estimation of autoregression with infinite variance. Stoch Prooes Their Appl, 1992, 40(1): 145-180 0304-4149 36页
哪位高手帮忙找一下,先谢谢了!!!
谢谢ofxie帮忙找到了第一篇,后两个不知道有无电子版?
[此贴子已经被作者于2008-4-17 21:07:04编辑过]