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

DOI10.1080/10485250213909zbMath1026.62038OpenAlexW1967679557MaRDI QIDQ4804994

Zhiliang Ying, Huann-Sheng Chen, 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

tableslinear programmingresamplingefficiencyheteroscedasticityempirical processleast absolute deviationmultiple regression

Mathematics Subject Classification ID

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

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