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Limiting distributions for $$L_1$$ regression estimators under general conditions. (English) Zbl 0929.62021
Summary: It is well known that $$L_1$$-estimators of regression parameters are asymptotically normal if the distribution function has a positive derivative at 0. We derive the asymptotic distributions under more general conditions on the behavior of the distribution function near 0.

##### MSC:
 62F12 Asymptotic properties of parametric estimators 62J05 Linear regression; mixed models 62E20 Asymptotic distribution theory in statistics 60F05 Central limit and other weak theorems
##### Keywords:
$$L_1$$-estimation
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##### References:
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