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Asymptotic relations betweenL- andM-estimators in the linear model

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  • Jana Jurečková
  • A. Welsh

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Suggested Citation

  • Jana Jurečková & A. Welsh, 1990. "Asymptotic relations betweenL- andM-estimators in the linear model," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(4), pages 671-698, December.
  • Handle: RePEc:spr:aistmt:v:42:y:1990:i:4:p:671-698
    DOI: 10.1007/BF02481144
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    References listed on IDEAS

    as
    1. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    2. 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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