Limiting distributions for $L\sb 1$ regression estimators under general conditions
Open Access
- 1 April 1998
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 26 (2) , 755-770
- https://doi.org/10.1214/aos/1028144858
Abstract
It is well known that $L_1$-estimators of regression parameters are asymptotically normal if the distribution function has a positive derivative at 0. In this paper, we derive the asymptotic distributions under more general conditions on the behavior of the distribution function near 0.Keywords
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