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Volumn 13, Issue 4, 1998, Pages 337-350

Instability of least squares, least absolute deviation and least median of squares linear regression

Author keywords

Collinearity; Singularity; Stability

Indexed keywords


EID: 0001041317     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/ss/1028905829     Document Type: Article
Times cited : (36)

References (15)
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    • Dupacova, J.1
  • 5
    • 0000393882 scopus 로고
    • Confidence intervals for regression quan-tiles
    • P. Mandl and M. Huskova, eds.), Springer, Berlin
    • Koenker, R. (1994). Confidence intervals for regression quan-tiles. In Asymptotic Statistics: Proceedings of the 5th Prague Symposium (P. Mandl and M. Huskova, eds.) 349-359. Springer, Berlin.
    • (1994) Asymptotic Statistics: Proceedings of the 5Th Prague Symposium , pp. 349-359
    • Koenker, R.1
  • 7
    • 0010872592 scopus 로고
    • Asymptotic behavior of the number of regression quantile breakpoints
    • Portnoy, S. (1991a). Asymptotic behavior of the number of regression quantile breakpoints. SIAM J. Sci. Statist. Comput. 12 867-883.
    • (1991) SIAM J. Sci. Statist. Comput. , vol.12 , pp. 867-883
    • Portnoy, S.1
  • 8
    • 0002323528 scopus 로고
    • Asymptotic behavior of regression quan-tiles in nonstationary, dependent cases
    • Portnoy, S. (1991b). Asymptotic behavior of regression quan-tiles in nonstationary, dependent cases. J. Multivariate Anal. 38 100-113.
    • (1991) J. Multivariate Anal. , vol.38 , pp. 100-113
    • Portnoy, S.1
  • 9
    • 38249013956 scopus 로고
    • Exactly what is being modelled by the systematic component of a heteroscedastic linear regression
    • Portnoy, S. and Welsh, A. (1992). Exactly what is being modelled by the systematic component of a heteroscedastic linear regression. Statist. Probab. Lett. 13 253-258.
    • (1992) Statist. Probab. Lett. , vol.13 , pp. 253-258
    • Portnoy, S.1    Welsh, A.2
  • 12
    • 0011316163 scopus 로고
    • Saddlepoint approximations for regression models
    • Spady, R. (1991). Saddlepoint approximations for regression models. Biometrika 78 879-889.
    • (1991) Biometrika , vol.78 , pp. 879-889
    • Spady, R.1
  • 14
    • 0030546332 scopus 로고    scopus 로고
    • Direct use of regression quan-tiles to construct confidence sets for linear models
    • Zhou, Q. and Portnoy, S. (1996). Direct use of regression quan-tiles to construct confidence sets for linear models. Ann. Statist. 24 287-306.
    • (1996) Ann. Statist. , vol.24 , pp. 287-306
    • Zhou, Q.1    Portnoy, S.2
  • 15
    • 0345124540 scopus 로고    scopus 로고
    • Statistical inference on het-eroscedastic linear models based on regression quantiles
    • Zhou, Q. and Portnoy, S. (1998). Statistical inference on het-eroscedastic linear models based on regression quantiles. J. Nonparametr. Statist. 9 239-260.
    • (1998) J. Nonparametr. Statist. , vol.9 , pp. 239-260
    • Zhou, Q.1    Portnoy, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.