A bootstrap approach to hypothesis testing in least absolute value regression

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

Terry E. Dielman, Elizabeth L. Rose

Publication date: 27 February 1997

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

zbMATH Keywords

Robust regression; \(L_{1}\)-regression; Least absolute deviations; Least absolute value regression

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62F03: Parametric hypothesis testing

62G09: Nonparametric statistical resampling methods

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• A comparison of testing and confidence interval methods for the median
• Bootstrap methods: another look at the jackknife
• A further comparison of tests of hypotheses in LAV regression
• Distribution of quantiles in samples from a bivariate population
• 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