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Weaker-assumptions conjecture for asymptotic normality of MM estimates
Let $\widehat{\mathbf{B}}_n$ be the MM estimate of the coefficient matrix in the multivariate linear model, based on a random sample of size $n$ , and let (A4)–(A7) denote the assum…
Conjectureopenasymptotic-normality multivariate-linear-models robust-statisticsarXiv posted 2 days ago

Weaker-assumptions conjecture for asymptotic normality of MM estimates