Second order representations of the least absolute deviation regression estimator

被引：4

作者：

Arcones, MA ^{[1
]}

机构：

[1] Univ Texas, Dept Math, Austin, TX 78712 USA

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1998年 / 50卷 / 01期

关键词：

least absolute deviation; regression; empirical processes;

D O I：

10.1023/A:1003401414732

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：

We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions.

引用

页码：87 / 117

页数：31

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