0410954 20240103182251.320060210235959.9 28 s. cav_un_epca*02930251212-074X915 (2002)31-58 the least weighted squares robust regression asymptotic normality and representation cav_un_auth*0101225 Víšek Jan Ámos UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12A 255/2002/A EK /FSV GA UK CZ KSK1019101 GA AV ČR cav_un_auth*0000219 CEZ:AV0Z1075907 For the least weighted squares we show that normal equations may be asymptotically approximated by a form which is linear in regression parameters. The proof employs Skorohod embedding into Wiener process. The asymptotic linearity of the normal equations allows (it is done in the part II) to derive asymptotic representation of the estimator and its asymptotic normality. BA SI http://hdl.handle.net/11104/0131041 UTIA-B 20020168 2002 cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 9 č. 15 2002 31 58