SECOND ORDER REPRESENTATIONS OF THE LEAST
ABSOLUTE DEVIATION REGRESSION ESTIMATOR

MIGUEL A. ARCONES

Department of Mathematics, University of Texas, Austin, TX 78712-1082, U.S.A.

(Received April 8, 1996; revised April 28, 1997)

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.

Key words and phrases:    Least absolute deviation, regression, empirical processes.

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