A bootstrap approach to hypothesis testing in least absolute value regression

DOI10.1016/0167-9473(94)00037-JzbMath0875.62167OpenAlexW2013639769WikidataQ127532237 ScholiaQ127532237MaRDI QIDQ672002

Terry E. Dielman, Elizabeth L. Rose

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00037-j

zbMATH Keywords

Robust regression\(L_{1}\)-regressionLeast absolute deviationsLeast absolute value regression

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)

Related Items (7)

Variance estimates and hypothesis tests in least absolute value regression ⋮ LAD regression for detecting outliers in response and explanatory variables ⋮ 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 ⋮ Robust weighted LAD regression ⋮ Least absolute value regression: recent contributions ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

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• Bootstrap methods: another look at the jackknife
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• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Tests of linear hypotheses based on regression rank scores
• Bootstrapping in least absolute value regression: an application to hypothesis testing
• Tests of Linear Hypotheses and l"1 Estimation
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
• Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
• On the estimation of the variance of the median used in L₁linear inference procedures

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