Tests of Linear Hypotheses and l"1 Estimation
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Publication:3962352
DOI10.2307/1913398zbMath0497.62057OpenAlexW1508534025MaRDI QIDQ3962352
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Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913398
likelihood ratioWald statisticLagrange multiplier test statistictests of linear hypotheseschi-square limiting distributionl1 estimationleast absolute deviation criterion
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
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