Tests of Linear Hypotheses and l"1 Estimation
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Publication:3962352
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(46)- Parameter instability in quantile regression
- Quantile regression analysis of the Italian school system
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Variance estimates and hypothesis tests in least absolute value regression
- 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
- A quantile regression perspective on external preference mapping
- Shrinkage and penalized estimators in weighted least absolute deviations regression models
- An exploratory criterion for variable selection in \(L_ p\)-logistic discrimination
- GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
- 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
- On the use of quantile regression to deal with heterogeneity: the case of multi-block data
- Estimating and testing a quantile regression model with interactive effects
- Penalized least absolute deviations estimation for nonlinear model with change-points
- A further comparison of tests of hypotheses in LAV regression
- Efficient mixture design fitting quadratic surface with quantile responses using first-degree polynomial
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
- Quantile regression estimates and the analysis of structural breaks
- 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
- On influence assessment for LAD regression
- Bootstrapping in least absolute value regression: an application to hypothesis testing
- 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
- 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
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