Limiting distributions for \(L_1\) regression estimators under general conditions

DOI10.1214/AOS/1028144858zbMath0929.62021OpenAlexW2030339186MaRDI QIDQ1807095

Keith Knight

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144858

zbMATH Keywords

\(L_1\)-estimation

Mathematics Subject Classification ID

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

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Cites Work

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• Distributional convergence of M-estimators under unusual rates
• A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
• Non-regular statistical estimation
• Regression Quantiles
• Asymptotic Theory of Least Absolute Error Regression
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles

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