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by Keith Knight
Scandinavian Journal of Statistics
http://www.utstat.toronto.edu/keith/papers/lad.ps
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Abstract:
Abstract: 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 behaviour of the distribution function near 0. Second order or weak Bahadur-Kiefer representations are also derived.
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