Variance estimates and hypothesis tests in least absolute value regression

Journal of Statistical Computation and Simulation

Volumn 76, Issue 2, 2006, Pages 103-114

  Dielman, Terry E ^a  

^a TEXAS CHRISTIAN UNIVERSITY   (United States)

Author keywords

L1 Regression; Least absolute deviations; Monte Carlo simulation; Robust regression

Indexed keywords

EID: 30944462793     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650412331321052     Document Type: Article

References (11)

1. Dielman, T. and Pfaffenberger, R., 1990, Tests of linear hypotheses and LAV estimation: a Monte Carlo comparison. Communications in Statistics - Simulation and Computation, 19, 1179-1199.
2. Dielman, T. and Pfaffenberger, R., 1992, A further comparison of tests of hypotheses in LAV regression. Computational Statistics and Data Analysis, 14, 375-384.
3. Dielman, T. and Rose, E., 1995, A bootstrap approach to hypothesis testing in least absolute value regression. Computational Statistics and Data Analysis, 20, 119-130.
4. Dielman, T. and Rose, E., 1996, A note on hypothesis testing in LAV multiple regression: A small sample comparison. Computational Statistics and Data Analysis, 21, 463-470.
5. 1 Statistical Analysis and Related Methods (Amsterdam: North-Holland), pp. 311-326.
6. Bassett, G. and Koenker, R., 1978, The asymptotic distribution of the least absolute error estimator. Journal of the American Statistical Association, 73, 618-622.
7. 1 estimation. Econometrica, 50, 1577-1583.
8. McKean, J. and Schrader, R., 1984, A comparison of methods for Studentizing the sample median. Communication in Statistics - Simulation and Computation, 13, 751-773.
9. 1-Norm and Related Methods, pp. 297-305.
10. 1 -Norm and Related Methods, 203-215.
11. Zhang, J. and Boos, D.D., 1994, Adjusted power estimates in Monte Carlo experiments. Communications in Statistics-Simulation and Computation, 23, 165-173.