Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (Q5861012)
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scientific article; zbMATH DE number 7484536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors |
scientific article; zbMATH DE number 7484536 |
Statements
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors (English)
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4 March 2022
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GARCH
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heteroskedasticity
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Hodges-Lehmann-type estimators
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least absolute deviation estimators
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median regression
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Monte Carlo tests
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non-normality
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projection methods
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\(p\)-value function
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quantile regressions
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serial dependence
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sign test
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sign-based methods
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simultaneous inference
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stochastic volatility
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test inversion
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