Asymptotics of a Theil-type estimate in multiple linear regression
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Publication:1012105
DOI10.1016/j.spl.2008.12.017zbMath1158.62016MaRDI QIDQ1012105
Publication date: 14 April 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.017
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
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