Asymptotic relations betweenL- andM-estimators in the linear model
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DOI: 10.1007/BF02481144
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- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Jurečková J. & Sen P. K., 1989. "Uniform Second Order Asymptotic Linearity Of M-Statistics In Linear Models," Statistics & Risk Modeling, De Gruyter, vol. 7(3), pages 263-276, March.
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Keywords
Bahadur representations; multiple regression; robust estimators; uniform asymptotic linearity;All these keywords.
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