Estimation and testing in least absolute value regression with serially correlated disturbances

DOI10.1023/A:1018974405520MaRDI QIDQ1374291zbMATH OpenOpenAlexFDO

Authors Terry E. Dielman, Elizabeth L. Rose

Publication date 2 December 1997

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018974405520

zbMATH Keywords

autocorrelationleast absolute deviationspresencerobust regressionsignificance test proceduressimulations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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(6)

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• Least absolute value estimation in regression models: an annotated bibliography
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• Penalized power approach to compare the power of the tests when Type I error probabilities are different

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