Strong convergence rate of the least median absolute estimator in linear regression models
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DOI: 10.1007/s00362-003-0145-z
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- Hossjer, O. & Croux, C. & Rousseeuw, P. J., 1994. "Asymptotics of Generalized S-Estimators," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 148-177, October.
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Keywords
linear regression; median absolute deviation; strong convergence rate; LMA estimator; 62J05; 62F12;All these keywords.
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