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 behavior of the distribution function near 0.
Citation
Keith Knight. "Limiting distributions for $L\sb 1$ regression estimators under general conditions." Ann. Statist. 26 (2) 755 - 770, April 1998. https://doi.org/10.1214/aos/1028144858
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