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Volumn 72, Issue 8, 2002, Pages 665-675

Bootstrap versus traditional hypothesis testing procedures for coefficients in least absolute value regression

Author keywords

L1 regression; Least absolute deviations; Robust regression; Simulation

Indexed keywords


EID: 0036375711     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650213741     Document Type: Article
Times cited : (2)

References (14)
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    • Dielman, T.E.1
  • 5
    • 0039151305 scopus 로고    scopus 로고
    • A note on hypothesis testing in LAV multiple regression: A small sample comparison
    • Dielman, T. E. and Rose, E. L. (1996) A note on hypothesis testing in LAV multiple regression: A small sample comparison, Computational Statistics and Data Analysis, 21, 463-470.
    • (1996) Computational Statistics and Data Analysis , vol.21 , pp. 463-470
    • Dielman, T.E.1    Rose, E.L.2
  • 6
    • 0040335639 scopus 로고
    • A bootstrap approach to hypothesis testing in least absolute value regression
    • Dielman, T. E. and Rose, E. L. (1995) A bootstrap approach to hypothesis testing in least absolute value regression, Computational Statistics and Data Analysis, 20, 119- 130.
    • (1995) Computational Statistics and Data Analysis , vol.20 , pp. 119-130
    • Dielman, T.E.1    Rose, E.L.2
  • 7
    • 0025815687 scopus 로고
    • Two guidelines for bootstrap hypothesis testing
    • Hall, P. and Wilson, S. R. (1991) Two guidelines for bootstrap hypothesis testing, Biometrics, 47, 757-762.
    • (1991) Biometrics , vol.47 , pp. 757-762
    • Hall, P.1    Wilson, S.R.2
  • 8
    • 0042472532 scopus 로고
    • 1 -regression
    • Dodge, Y. (Ed.), Amsterdam, Elsevier Science Publishers, BV (North-Holland)
    • 1-norm and Related Methods, Amsterdam, Elsevier Science Publishers, BV (North-Holland), pp. 287-295.
    • (1987) 1-norm and Related Methods , pp. 287-295
    • Koenker, R.1
  • 10
    • 85071343153 scopus 로고    scopus 로고
    • Bootstrapping time series models
    • Li, H. and Maddala, G. S. (1996) Bootstrapping time series models, Econometric Reviews, 15, 115-158.
    • (1996) Econometric Reviews , vol.15 , pp. 115-158
    • Li, H.1    Maddala, G.S.2
  • 13
    • 0041971921 scopus 로고
    • 1 -regression
    • Dodge, Y. (Ed.), Amsterdam, Elsevier Science Publishers, BV (North-Holland)
    • 1-norm and Related Methods, Amsterdam, Elsevier Science Publishers, BV (North-Holland), pp. 323-332.
    • (1987) 1-norm and Related Methods , pp. 323-332
    • Stangenhaus, G.1
  • 14
    • 10644277397 scopus 로고
    • A Monte Carlo comparison of asymptotic and various bootstrap inference procedures in first-order dynamic models
    • Paper presented Uppsala, August 1993
    • van Giersbergen, N. P. A. and Kiviet, J. F. (1993) A Monte Carlo comparison of asymptotic and various bootstrap inference procedures in first-order dynamic models, Paper presented at the European Meetings of the Econometric Society, Uppsala, August 1993
    • (1993) European Meetings of the Econometric Society
    • Van Giersbergen, N.P.A.1    Kiviet, J.F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.