Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY

DOI10.2307/3316107zbMath0946.62024MaRDI QIDQ4944640

Keith Knight

Publication date: 21 March 2000

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316107

zbMATH Keywords

bootstrap; heteroscedasticity; L1-estimation

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

Related Items

Sample heterogeneity and M-estimation, Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization, Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es, \(L_{1}\) regression estimate and its bootstrap, LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES

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