CONSISTENCY OF -ESTIMATORS IN A LINEAR MODEL,
GENERATED BY NON-MONOTONE AND DISCONTINUOUS
-FUNCTIONS
Abstract: Existence of a -consistent -estimator of regression parameter vector and its
asymptotic normality are proved in a general situation including redescending estimators
generated by possibly discontinuous -functions.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -