Pages that link to "Item:Q3471506"
From MaRDI portal
The following pages link to Bootstrapping in least absolute value regression: an application to hypothesis testing (Q3471506):
Displaying 8 items.
- A bootstrap approach to hypothesis testing in least absolute value regression (Q672002) (← links)
- Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries (Q1333549) (← links)
- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions (Q1377328) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- A further comparison of tests of hypotheses in LAV regression (Q2563607) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison (Q4019125) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
