Strong representations for LAD estimators in linear models
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Publication:1116225
DOI10.1007/BF01845702zbMath0665.62033MaRDI QIDQ1116225
Publication date: 1989
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
minimization problemBorel-Cantelli lemmaquantilesresidualsautoregressive processmixing sequencestandard linear modelBahadur type representationsleast absolute deviation (LAD) estimate
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Strong limit theorems (60F15)
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Cites Work
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- On deviations between empirical and quantile processes for mixing random variables
- L-Estimation for Linear Models
- An Empirical Quantile Function for Linear Models with | operatornameiid Errors
- Two Stage Least Absolute Deviations Estimators
- Regression Quantiles
- On the Strong Mixing Property for Linear Sequences
- A Note on Quantiles in Large Samples
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