Some pathological regression asymptotics under stable conditions
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References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Weron, Rafal, 1996. "On the Chambers-Mallows-Stuck method for simulating skewed stable random variables," Statistics & Probability Letters, Elsevier, vol. 28(2), pages 165-171, June.
- Nolan, John P., 1998. "Parameterizations and modes of stable distributions," Statistics & Probability Letters, Elsevier, vol. 38(2), pages 187-195, June.
- Kooperberg, Charles & Stone, Charles J., 1991. "A study of logspline density estimation," Computational Statistics & Data Analysis, Elsevier, vol. 12(3), pages 327-347, November.
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KeywordsAsymptotics Median regression LAD regression Stable law Data depth;
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