On the estimation of the variance of the median used in L1linear inference procedures
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Cites work
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- Asymptotic Theory of Least Absolute Error Regression
- Norms for Smoothing and Estimation
- Tests of Linear Hypotheses and l"1 Estimation
- The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
- Useful generalized properties of L1estimators
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- scientific article; zbMATH DE number 653199 (Why is no real title available?)
- Recursive estimation in linear models with general errors and grouped data: A median-based procedure and related asymptotics
- A bootstrap approach to hypothesis testing in least absolute value regression
- On The ConditionalL1-median and its estimation
- Estimating the variance of the LAD regression coefficients.
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
- A further comparison of tests of hypotheses in LAV regression
- Finite sample stability properties of the least median of squares estimator
- Bootstrapping in least absolute value regression: an application to hypothesis testing
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