Bootstrapping in least absolute value regression: an application to hypothesis testing

DOI10.1080/03610918808812699MaRDI QIDQ3471506zbMATH OpenOpenAlexFDO

Authors Terry E. Dielman, Roger C. Pfaffenberger

Publication date 1988

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918808812699

zbMATH Keywords

bootstrapL1-norm estimation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cites work

• A revised simplex algorithm for the absolute deviation curve fitting problem
• An Improved Algorithm for Discrete l₁ Linear Approximation
• Bootstrapping regression models
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• On the estimation of the variance of the median used in L₁linear inference procedures
• Tests of Linear Hypotheses and l"1 Estimation

Cited in

(11)

• Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
• The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• A further comparison of tests of hypotheses in LAV regression
• Bootstrap hypothesis testing in regression models
• The analysis of bootstrap method in linear regression effect
• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
• Least absolute value regression: recent contributions
• scientific article; zbMATH DE number 1917661 (Why is no real title available?)
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