Variance estimates and hypothesis tests in least absolute value regression
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Publication:5290885
DOI10.1080/00949650412331321052zbMath1087.62079MaRDI QIDQ5290885
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
62J05: Linear regression; mixed models
62H15: Hypothesis testing in multivariate analysis
62F35: Robustness and adaptive procedures (parametric inference)
65C05: Monte Carlo methods
Cites Work
- A bootstrap approach to hypothesis testing in least absolute value regression
- A note on hypothesis testing in LAV multiple regression: A small sample comparison
- A further comparison of tests of hypotheses in LAV regression
- Tests of Linear Hypotheses and l"1 Estimation
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
- Asymptotic Theory of Least Absolute Error Regression
- Adjusted power estimates in monte carlo experiments