A bootstrap approach to hypothesis testing in least absolute value regression
From MaRDI portal
Publication:672002
DOI10.1016/0167-9473(94)00037-JzbMath0875.62167OpenAlexW2013639769WikidataQ127532237 ScholiaQ127532237MaRDI QIDQ672002
Terry E. Dielman, Elizabeth L. Rose
Publication date: 27 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)00037-j
Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)
Related Items
Variance estimates and hypothesis tests in least absolute value regression ⋮ LAD regression for detecting outliers in response and explanatory variables ⋮ A note on hypothesis testing in LAV multiple regression: A small sample comparison ⋮ A note on hypothesis testing in LAV multiple regression: a small sample comparison ⋮ Robust weighted LAD regression ⋮ Least absolute value regression: recent contributions ⋮ Applied regression analysis bibliography update 1994-97
Cites Work
- Unnamed Item
- Unnamed Item
- A comparison of testing and confidence interval methods for the median
- Bootstrap methods: another look at the jackknife
- A further comparison of tests of hypotheses in LAV regression
- Distribution of quantiles in samples from a bivariate population
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
- Tests of linear hypotheses based on regression rank scores
- Bootstrapping in least absolute value regression: an application to hypothesis testing
- Tests of Linear Hypotheses and l"1 Estimation
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
- Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
- On the estimation of the variance of the median used in L1linear inference procedures
