Bantli, Faouzi El; Hallin, Marc - In: Statistics & Probability Letters 45 (1999) 4, pp. 305-315
Necessary and sufficient conditions are given for the consistency of the L1-estimator of the regression parameter [beta] in linear models with independent but possibly nonidentically distributed errors. The heteroscedastic case is treated as a particular case. The asymptotic normality of is also...