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

DOI10.1080/03610918808812699zbMath0695.62162OpenAlexW2092180413MaRDI QIDQ3471506

Roger C. Pfaffenberger, Terry E. Dielman

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

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

Related Items (8)

Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries ⋮ Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study ⋮ The moving blocks bootstrap and robust inference for linear least squares and quantile regressions ⋮ Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison ⋮ A bootstrap approach to hypothesis testing in least absolute value regression ⋮ Least absolute value regression: recent contributions ⋮ Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form ⋮ A further comparison of tests of hypotheses in LAV regression

Cites Work

• Unnamed Item
• Bootstrapping regression models
• A revised simplex algorithm for the absolute deviation curve fitting problem
• Tests of Linear Hypotheses and l"1 Estimation
• On the estimation of the variance of the median used in L₁linear inference procedures
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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