Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression

DOI10.2307/2291271MaRDI QIDQ4292108zbMATH OpenOpenAlexFDO

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

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)

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Cited in

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

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