Tests of Linear Hypotheses and l"1 Estimation

DOI10.2307/1913398zbMATH Open0497.62057OpenAlexW1508534025MaRDI QIDQ3962352FDOQ3962352

Authors:

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913398

zbMATH Keywords

likelihood ratioWald statisticLagrange multiplier test statistictests of linear hypotheseschi-square limiting distributionl1 estimationleast absolute deviation criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cited In (46)

• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• A distribution free method of detecting outliers in regression
• A comparison of some manova-type tests based on least distances
• On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
• Shrinkage and penalized estimators in weighted least absolute deviations regression models
• A quantile regression perspective on external preference mapping
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
• An exploratory criterion for variable selection in \(L_ p\)-logistic discrimination
• On Testing the Equality of Mean and Quantile Effects
• -Chart with runs and variable sampling intervals
• Quantile regression with varying coefficients
• Weighted quantile regression for AR model with infinite variance errors
• Tests for structural break in quantile regressions
• Estimating and testing a quantile regression model with interactive effects
• On the use of quantile regression to deal with heterogeneity: the case of multi-block data
• A further comparison of tests of hypotheses in LAV regression
• Penalized least absolute deviations estimation for nonlinear model with change-points
• Efficient mixture design fitting quadratic surface with quantile responses using first-degree polynomial
• Quantile regression estimates and the analysis of structural breaks
• A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
• Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Bootstrapping in least absolute value regression: an application to hypothesis testing
• On influence assessment for LAD regression
• Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics
• Least absolute error estimation in the presence of serial correlation
• Asymptotic theory of least distances estimate in multivariate linear models
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
• Bent line quantile regression with application to an allometric study of land mammals' speed and mass
• Alternative methods of linear regression
• Estimation of quantile density function based on regression quantiles
• Modelling and forecasting exchange rates with a Bayesian time-varying coefficient model
• On the estimation of the variance of the median used in L₁linear inference procedures
• Least absolute value regression: recent contributions
• Least absolute deviations estimation for the censored regression model
• LAD regression for detecting outliers in response and explanatory variables
• Tests of linear hypotheses based on regression rank scores
• Robust penalized quantile regression estimation for panel data
• Asymptotic inference for the constrained quantile regression process
• Tractable Bayesian variable selection: beyond normality
• Parameter instability in quantile regression
• Quantile regression analysis of the Italian school system
• A bootstrap approach to hypothesis testing in least absolute value regression
• A note on hypothesis testing in LAV multiple regression: A small sample comparison
• A note on hypothesis testing in LAV multiple regression: a small sample comparison
• Variance estimates and hypothesis tests in least absolute value regression

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