Second Order Representations of the Least Absolute Deviation Regression Estimator |
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| Authors: | Miguel A Arcones |
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| Institution: | (1) Department of Mathematics, University of Texas, Austin, TX, 78712-1082, U.S.A |
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| Abstract: | 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. |
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| Keywords: | Least absolute deviation regression empirical processes |
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