\(L_1\)-estimation in linear models with heterogeneous white noise
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Publication:1808685
DOI10.1016/S0167-7152(99)00072-3zbMath0951.62051MaRDI QIDQ1808685
Publication date: 25 November 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
Related Items (4)
Block average quantile regression for massive dataset ⋮ One-step R-estimation in linear models with stable errors ⋮ On multivariate quantile regression analysis ⋮ Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
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