Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression

DOI10.2307/2291271zbMATH Open0792.62029OpenAlexW4246741124MaRDI QIDQ4292108FDOQ4292108

Authors: Daniela De Angelis, G. Alastair Young, Peter Hall 

Publication date: 30 June 1994

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2291271

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zbMATH Keywords

consistencynormal approximationresamplingkernel estimatorEdgeworth expansionssmall samplessmoothed bootstrapsmoothing bandwidthanalytic approximationsintercept termL1-regressionbootstrap approximationscomparative performances

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cited In (20)

• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• Nearly root-\(n\) approximation for regression quantile processes
• Bootstrap diagnostics and remedies
• Nonstandard quantile-regression inference
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
• Testing independence between exogenous variables and unobserved errors
• Generalized Jump Regressions for Local Moments
• Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting
• On the second order behaviour of the bootstrap of \(L_1\) regression estimators
• Inflation uncertainty and economic growth: evidence from the LAD ARCH model
• \(L_{1}\) regression estimate and its bootstrap
• Some finite sample theory for bootstrap regression estimates
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Least absolute value regression: recent contributions
• Bootstrapping the shorth for regression
• Permutation tests using least distance estimator in the multivariate regression model
• A direct approach to inference in nonparametric and semiparametric quantile models
• Bootstrap Methods for Median Regression Models
• A bootstrap approach to hypothesis testing in least absolute value regression
• A smooth block bootstrap for quantile regression with time series

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