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Regression quantiles and trimmed least squares estimator under a general design. (English) Zbl 0561.62027

For the linear model with i.i.d. error terms, the author obtains the Bahadur-type representation of regression quantiles, the asymptotic representation and the asymptotic distribution of the trimmed least squares estimator.
Reviewer: S.Wang

MSC:

62F35 Robustness and adaptive procedures (parametric inference)
62J05 Linear regression; mixed models
62E20 Asymptotic distribution theory in statistics
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References:

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