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Second order representations of the least absolute deviation regression estimator

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Publication:1388164
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DOI10.1023/A:1003401414732zbMath0928.62047MaRDI QIDQ1388164

Miguel A. Arcones

Publication date: 11 January 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)


zbMATH Keywords

least absolute deviation estimatorsLAD estimatorsBahadur-Kiefer representationsTalagrand isoperimetric inequality


Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)


Related Items (5)

Smoothed quantile regression for panel data ⋮ The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series ⋮ On linear models with long memory and heavy-tailed errors ⋮ Asymptotics for panel quantile regression models with individual effects ⋮ \(M\)-estimation of linear models with dependent errors







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