Variance estimates and hypothesis tests in least absolute value regression

DOI10.1080/00949650412331321052MaRDI QIDQ5290885zbMATH OpenOpenAlexFDO

Authors Terry E. Dielman

Publication date 3 May 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650412331321052

zbMATH Keywords

\(L_{1}\)-regressionleast absolute deviationsMonte Carlo simulationrobust regressiontables

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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• scientific article; zbMATH DE number 459033

Cites work

• A bootstrap approach to hypothesis testing in least absolute value regression
• A further comparison of tests of hypotheses in LAV regression
• A note on hypothesis testing in LAV multiple regression: A small sample comparison
• Adjusted power estimates in monte carlo experiments
• Asymptotic Theory of Least Absolute Error Regression
• Tests of Linear Hypotheses and l"1 Estimation
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison

Cited in

(12)

• Estimating the variance of the LAD regression coefficients.
• Estimation and testing in least absolute value regression with serially correlated disturbances
• Relative efficiency of OLS and LAV estimators
• A further comparison of tests of hypotheses in LAV regression
• Bootstrapping in least absolute value regression: an application to hypothesis testing
• LEAST ABSOLUTE VALUE ESTIMATION
• Least absolute value regression: recent contributions
• On the estimation of the variance of the median used in L₁linear inference procedures
• scientific article; zbMATH DE number 1917661 (Why is no real title available?)
• Penalized power approach to compare the power of the tests when Type I error probabilities are different
• A note on hypothesis testing in LAV multiple regression: A small sample comparison
• A note on hypothesis testing in LAV multiple regression: a small sample comparison

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