Limiting distributions for L1 regression estimators under general conditions

• 成果类型: Article
• 署名作者: Knight, K
• 署名单位: University of Toronto
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1998
• 页码: 755-770
• 关键词: representation

摘要

It is well known that L-1-estimators of regression parameters are asymptotically normal if the distribution function has a positive derivative at 0. In this paper, we derive the asymptotic distributions under more general conditions on the behavior of the distribution function near 0.