Permutation tests using least distance estimator in the multivariate regression model
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Publication:2512781
DOI10.1007/s00180-011-0247-3zbMath1304.65074OpenAlexW2033817871MaRDI QIDQ2512781
Byoung Cheol Jung, Myoungshic Jhun Jhun, Sooncheol Sohn
Publication date: 30 January 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-011-0247-3
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Cites Work
- Bootstrapping least distance estimator in the multivariate regression model
- The place of the \(L_ 1\)-norm in robust estimation
- Randomization tests for multiple regression
- Asymptotic theory of least distances estimate in multivariate linear models
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- An empirical comparison of permutation methods for tests of partial regression coefficients in a linear model
- Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
- Permutation Tests for Least Absolute Deviation Regression
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