Chen, Shijie; Mukherjee, Kanchan - In: Statistics & Probability Letters 44 (1999) 2, pp. 137-146
In this paper, we discuss an asymptotic distributional theory of three broad classes of robust estimators of the regression parameter namely, L-, M- and R-estimators in a linear regression model when the errors are generated by an exponentially subordinated strongly dependent process. The...