On the estimation of the variance of the median used in L1linear inference procedures
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Publication:4728005
DOI10.1080/03610928608829188zbMATH Open0618.62027OpenAlexW1981258062MaRDI QIDQ4728005FDOQ4728005
Author name not available (Why is that?)
Publication date: 1986
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829188
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Asymptotic Theory of Least Absolute Error Regression
- The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
- Tests of Linear Hypotheses and l"1 Estimation
- Norms for Smoothing and Estimation
- Useful generalized properties of L1estimators
Cited In (11)
- Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
- Finite sample stability properties of the least median of squares estimator
- -Chart with runs and variable sampling intervals
- Estimating the variance of the LAD regression coefficients.
- A further comparison of tests of hypotheses in LAV regression
- Bootstrapping in least absolute value regression: an application to hypothesis testing
- Title not available (Why is that?)
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
- Least absolute value regression: recent contributions
- A bootstrap approach to hypothesis testing in least absolute value regression
- On The ConditionalL1-median and its estimation
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