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ASYMPTOTICS OF THE “MINIMUM L_1-NORM”ESTIMATES IN A PARTLY LINEAR MODEL
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2007/8/7
This paper is concerned with the L1-norm estimators for the partly linear modelwhere (T_1,X_1, Y_1),…(T_n, X_n, Y_n) are independent random(d +2)-vectors such that K_i is real-valued, X_i is a d-vecto...