Yandarbiyev, a leader of Chechen rebels from 1996 to 1997, died en route to a hospital after the explosion in the Persian Gulf nation, the Arab satellite channel Al-Jazeera reported. His 13-year-old son was badly injured. The pair had just left Friday prayers at a mosque when the blast occurred.
Moscow had been seeking extradition of the 51-year-old separatist leader, whom it accused of ties to the al-Qaida terrorist network. His death came one week after a bomb on the Moscow metro that was blamed on Chechen separatists.
The Foreign Intelligence Service quickly denied responsibility for the assassination.
The killing left participants in the Chechen struggle and observers speculating about who was to blame.
Pro-Moscow Chechen President Akhmad Kadyrov told Interfax that Yandarbiyev was among those most at fault for the violence that Chechnya has endured over the past decade.
Speaking on state television, Kadyrov suggested that the killing resulted from infighting over money. "They are settling scores with each other," he said.
"They cannot decide how to divide the money that is donated by people who think they are donating to help the Chechen people," Kadyrov said. "Yandarbiyev was one such money collector."
Chechen Deputy Prime Minister Adlan Magomadov told Itar-Tass that authorities believe Yandarbiyev received funds from "extremist organizations" but transferred only a small portion to Chechnya. The portion that the separatist leader did send, he said, went to radical guerrilla leader Shamil Basayev, offending more moderate rivals such as former Chechen President Aslan Maskhadov.
Some observers, however, still suspected Russian intelligence.
"There is almost no doubt that Zelimkhan Yandarbiyev was destroyed today by Russian secret services," said Vyacheslav Izmailov, an analyst with the Novaya Gazeta newspaper who is a specialist on Chechnya.
"Their position is quite explicable. They cannot admit being involved in blowing up people on the territory of foreign countries."
Izmailov said he believed the killing was in part intended to send a message that separatist leaders "should not ever feel safe no matter which country they prefer to hide in."
A nationalist poet and children's author, Yandarbiyev became acting president of self-declared independent Chechnya in 1996 after his predecessor, Dzhokhar Dudayev, was killed by a Russian missile while talking on a satellite telephone. Reports soon after that death described it as an assassination by the Russians using weapons guided to the spot by the phone's signals.
Yandarbiyev then headed peace talks between Chechen separatists and former President Boris Yeltsin, which led to a temporary Russian withdrawal and three years of de facto independence. He also was a prominent proponent of radical Islam.
Both the United Nations and the United States included him on lists of international terrorists subject to financial and other sanctions.
He was believed to have been living in Qatar for at least three years.
Russian authorities suspected him of links to the 2002 seizure of the Dubrovka theater by Chechen rebels.
Alexei V. Kuznetsov of The Times' Moscow Bureau contributed to this report.
Yandarbiyev was buried Saturday in a royal cemetery in Qatar, where he had lived a private life for the past three years, The Associated Press reported.
Delivering the funeral oration, Sheik Ali Quradaghi said Yandarbiyev was role model and "a holy warrior for the sake of God, and part of the struggling Chechen people."
"The Chechens will not be intimidated by this cowardly act. We must stand alongside them with all our capabilities," Quradaghi said.
Quradaghi did not blame Russia for the assassination, but he said the Russians had "displaced our Chechen brothers."
"Just like the Soviet Union was defeated, so will Russia be," he added.
Yandarbiyev was buried in al-Rayan cemetery, which is normally reserved for members of the ruling Al Thani family. Among the 700 mourners, who were mostly Qataris, was a state minister and a cousin of Qatar's leader, Sheik Hamad bin Khalifa Al Thani, and Abassi Madani, one of Algeria's top two Islamic leaders.
The assassination was "an ugly crime," Madani said. "It's the act of a coward. The cowardly Russian position will only add to its shame. Victory is close, God willing."
Earlier Saturday, plainclothes security men were seen collecting evidence at the scene of the blast, which gutted Yandarbiyev's white SUV. At least two of the men at the site appeared to be Western, but Qatari officials declined to comment on whether foreign agencies were participating in the investigation.
"We are collecting evidence in order to reach the perpetrators," Qatar's chief of security, Mubarak al-Nasr, said on Al-Jazeera, which is based in Qatar.
Yandarbiyev had seldom been seen in public in Qatar. However, he did appear occasionally on Al-Jazeera, where he discussed the Chechen-Russian conflict.
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