Limiting distributions for L1 regression estimators under general conditions

被引：36

作者：

Knight, K ^{[1
]}

机构：

[1] Univ Toronto, Dept Stat, Toronto, ON M5S 3G3, Canada

来源：

ANNALS OF STATISTICS | 1998年 / 26卷 / 02期

关键词：

L-1-estimation; linear regression; asymptotic distribution;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：755 / 770

页数：16

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