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Title: CLT for dependent heterogenous processes and applications to generalized quantile regression Authors:  Harry Haupt - University of Passau (Germany) [presenting]
Abstract: A new CLT is proposed for weakly dependent heterogeneous processes, which is adequate for deriving the limiting distribution of L1-norm estimators. As an application of the main result, we simplify and extend previous results on the asymptotic normality of generalized and nonlinear quantile regression estimators in a semiparametric setting.