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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Arcones, M.A. Second Order Representations of the Least Absolute Deviation Regression Estimator. Annals of the Institute of Statistical Mathematics 50, 87–117 (1998). https://doi.org/10.1023/A:1003401414732
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DOI: https://doi.org/10.1023/A:1003401414732