The asymptotics of S-estimators in the linear regression model
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Publication:2640274
The asymptotic behaviour of the least median of squares estimator in the linear regression model is studied. A weak convergence theorem for the estimator is given and it is shown under rather general conditions that the correct norming factor is \(n^{1/3}\). The asymptotic normality of S- estimators is obtained under weak conditions on the carriers.
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