Some pathological regression asymptotics under stable conditions

DOI10.1016/S0167-7152(00)00107-3zbMath1103.62354MaRDI QIDQ1591159

Roger W. Koenker, Stephen L. Portnoy

Publication date: 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

AsymptoticsStable lawLAD regressionData depthMedian regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Cites Work

• Parameterizations and modes of stable distributions
• A study of logspline density estimation
• On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
• A Method for Simulating Stable Random Variables
• Regression Quantiles
• Regression Depth
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