EfficientL1estimation and related inferences in linear regression with unknown form of heteroscedasticity

DOI10.1080/10485250213909MaRDI QIDQ4804994zbMATH OpenOpenAlexFDO

Authors Huann-Sheng Chen, Zhiliang Ying, Quanshui Zhao

Publication date 13 July 2003

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250213909

zbMATH Keywords

efficiencyempirical processheteroscedasticityleast absolute deviationlinear programmingmultiple regressionresamplingtables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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Cites work

• L-estimatton for linear heteroscedastic models
• A resampling method based on pivotal estimating functions
• Adapting for heteroscedasticity in linear models
• Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
• Bootstrap methods: another look at the jackknife
• Consistent nonparametric regression. Discussion
• Estimating the variance of the sample median
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• scientific article; zbMATH DE number 51427 (Why is no real title available?)
• scientific article; zbMATH DE number 1082456 (Why is no real title available?)
• On asymptotically efficient estimation in semiparametric models
• On the L 1 convergence of kernel estimators of regression functions with applications in discrimination
• Regression Quantiles
• Robust estimation in heteroscedastic linear models
• Simple resampling methods for censored regression quantiles
• The Limiting Distribution of the Maximum Rank Correlation Estimator

Cited in

(7)

• The place of the \(L_ 1\)-norm in robust estimation
• Efficiency of iterated WLS in the linear model with completely unknown heteroskedasticity
• L-estimatton for linear heteroscedastic models
• scientific article; zbMATH DE number 1982965 (Why is no real title available?)
• ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
• Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
• Iterative weighted LAD estimation with homoskedasticity testing using the Gini concentration index

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