Pages that link to "Item:Q4292108"
From MaRDI portal
The following pages link to Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression (Q4292108):
Displaying 16 items.
- A bootstrap approach to hypothesis testing in least absolute value regression (Q672002) (← links)
- Nearly root-\(n\) approximation for regression quantile processes (Q693744) (← links)
- A direct approach to inference in nonparametric and semiparametric quantile models (Q898594) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- A smooth block bootstrap for quantile regression with time series (Q1650073) (← links)
- Permutation tests using least distance estimator in the multivariate regression model (Q2512781) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals (Q3552975) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- Inflation uncertainty and economic growth: evidence from the LAD ARCH model (Q5124748) (← links)
- NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522) (← links)
- Bootstrapping the shorth for regression (Q5429576) (← links)
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS (Q5438200) (← links)
- Bootstrap diagnostics and remedies (Q5476448) (← links)
- Testing independence between exogenous variables and unobserved errors (Q5867567) (← links)
- Generalized Jump Regressions for Local Moments (Q6617820) (← links)
