Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
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DOI10.2307/3316107zbMATH Open0946.62024OpenAlexW2088177408MaRDI QIDQ4944640FDOQ4944640
Authors: Keith Knight 
Publication date: 21 March 2000
Published in: The Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3316107
Recommendations
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Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20)
Cites Work
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Regression Quantiles
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Title not available (Why is that?)
- Asymptotic Theory of Least Absolute Error Regression
- Some asymptotic theory for the bootstrap
- Title not available (Why is that?)
- Fitting Heteroscedastic Regression Models
- Title not available (Why is that?)
- Necessary and sufficient conditions for weak consistency of the median of independent but not identically distributed random variables
- Statistical inference on heteroscedastic models based on regression quantiles
- A "Delta Method" Approach to Bahadur-Kiefer Theorems
Cited In (19)
- LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
- Sample heterogeneity and M-estimation
- Hierarchically penalized quantile regression with multiple responses
- A resampling method by perturbing the estimating functions for quantile regression with missing data
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- On the asymptotic behavior of one-step estimates in heteroscedastic regression models.
- ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
- Title not available (Why is that?)
- An Overview of Asymptotic Properties ofLpRegression Under General Classes of Error Distributions
- On the second order behaviour of the bootstrap of \(L_1\) regression estimators
- SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR
- Envelope quantile regression
- M-estimation in linear models under nonstandard conditions.
- \(L_{1}\) regression estimate and its bootstrap
- EfficientL1estimation and related inferences in linear regression with unknown form of heteroscedasticity
- Regularized partially functional quantile regression
- Hierarchically penalized quantile regression
- Tractable Bayesian variable selection: beyond normality
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