We study the asymptotic distribution of the L1 regression estimator under general condi-tions with matrix norming and possibly non i.i.d.errors.We then introduce an appropriate bootstrap procedure to estimate the dist...We study the asymptotic distribution of the L1 regression estimator under general condi-tions with matrix norming and possibly non i.i.d.errors.We then introduce an appropriate bootstrap procedure to estimate the distribution of this estimator and study its asymptotic properties.It is shown that this bootstrap is consistent under suitable conditions and in other situations the bootstrap limit is a random distribution.展开更多
基金supported by J.C. Bose National Fellowship, Government of India
文摘We study the asymptotic distribution of the L1 regression estimator under general condi-tions with matrix norming and possibly non i.i.d.errors.We then introduce an appropriate bootstrap procedure to estimate the distribution of this estimator and study its asymptotic properties.It is shown that this bootstrap is consistent under suitable conditions and in other situations the bootstrap limit is a random distribution.
