7.26 For each of the following estimates, write out the function that determines it, and show...

7.26 For each of the following estimates, write out the ψ function that determines it, and show that the estimator is consistent and asymptotically normal under the conditions of Theorems 9.2 and 9.3.

(a) The least squares estimate, the minimizer of
(xi − t)

2.

(b) The least absolute value estimate, the minimizer of
|xi − t|.

(c) The Huber trimmed mean, the minimizer of (7.24).