The least weighted squares II. Consistency and asymptotic normality

0410955 20240103182251.420060210235959.9 The least weighted squares II. Consistency and asymptotic normality 28 s. cav_un_epca*02930251212-074XBulletin of the Czech Econometric Society916 (2002)1-28 robust regression consistency asymptotic normality cav_un_auth*0101225 Víšek Jan Ámos UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12A 255/2000/A EK /FSV GA UK CR KSK1019101 GA AV ČR cav_un_auth*0000219 CEZ:AV0Z1075907 Consistency and asymptotic normality of the least weighted squares are prooved. Also asymptotic representation of Bahadur type is derived. Several topics as equivariance of the estimator, directions of the next studies etc. are discussed in Conclusion BA SI http://hdl.handle.net/11104/0131042 UTIA-B 20020169 2002 cav_un_epca*0293025 Bulletin of the Czech Econometric Society 1212-074X Roč. 9 č. 16 2002 1 28