A further comparison of tests of hypotheses in LAV regression

DOI10.1016/0167-9473(92)90046-IzbMath0937.62508OpenAlexW1977558322MaRDI QIDQ2563607

Terry E. Dielman, Roger C. Pfaffenberger

Publication date: 25 August 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(92)90046-i

zbMATH Keywords

robust regressionleast absolute deviationsleast absolute value regression\(L_1\)-regression

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

Variance estimates and hypothesis tests in least absolute value regression ⋮ Coefficients of determinations for variable selection in the msae regression ⋮ A bootstrap approach to hypothesis testing in least absolute value regression ⋮ 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

Cites Work

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• A comparison of testing and confidence interval methods for the median
• Bootstrap methods: another look at the jackknife
• Distribution of quantiles in samples from a bivariate population
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• 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
• On the estimation of the variance of the median used in L₁linear inference procedures

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