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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.

62F12 Asymptotic properties of parametric estimators
62J05 Linear regression; mixed models
62E20 Asymptotic distribution theory in statistics
60F05 Central limit and other weak theorems
Full Text: DOI
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