메뉴 건너뛰기




Volumn 95, Issue 1, 2008, Pages 107-122

Analysis of least absolute deviation

Author keywords

Analysis of covariance; Analysis of variance; Asymptotic expansion; Distributional approximation; Factorial design; Linear constraint; Linear hypothesis; Linear programming; Linear regression; One way layout; Quantile regression; Random perturbation

Indexed keywords


EID: 40249086759     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asm082     Document Type: Article
Times cited : (63)

References (20)
  • 1
    • 84941491426 scopus 로고
    • Asymptotic theory of least absolute error regression
    • BASSETT, G. & KOENKER, R. (1978). Asymptotic theory of least absolute error regression. J. Am. Statist. Assoc. 73, 618-22.
    • (1978) J. Am. Statist. Assoc , vol.73 , pp. 618-622
    • BASSETT, G.1    KOENKER, R.2
  • 2
    • 0008767220 scopus 로고    scopus 로고
    • Recent advances in quantile regression models: A practical guideline for empirical research
    • BUCHINSKY, M. (1998). Recent advances in quantile regression models: a practical guideline for empirical research. J. Hum. Res. 33, 88-126.
    • (1998) J. Hum. Res , vol.33 , pp. 88-126
    • BUCHINSKY, M.1
  • 3
    • 0001741165 scopus 로고
    • Optimal estimation of executive compensation by linear programming
    • CHARNES, A., COOPER, W. W. & FERGUSON, R. O. (1955). Optimal estimation of executive compensation by linear programming. Manag. Sci. 1, 138-51.
    • (1955) Manag. Sci , vol.1 , pp. 138-151
    • CHARNES, A.1    COOPER, W.W.2    FERGUSON, R.O.3
  • 4
    • 18444418553 scopus 로고    scopus 로고
    • Generalized bootstrap for estimating equations
    • CHATTERJEE, S. & BOSE, A. (2005). Generalized bootstrap for estimating equations. Ann. Statist. 33, 414-36.
    • (2005) Ann. Statist , vol.33 , pp. 414-436
    • CHATTERJEE, S.1    BOSE, A.2
  • 5
    • 0037815979 scopus 로고
    • Asymptotic normality of minimum L-norm estimates in linear models
    • CHEN, X. R., BAI, Z. D., ZHAO, L. C. & WU, Y. H. (1990). Asymptotic normality of minimum L-norm estimates in linear models. Sci. China 33, 1311-28.
    • (1990) Sci. China , vol.33 , pp. 1311-1328
    • CHEN, X.R.1    BAI, Z.D.2    ZHAO, L.C.3    WU, Y.H.4
  • 6
    • 84950447423 scopus 로고
    • Bootstrapping a regression equation: Some empirical results
    • FREEDMAN, D. A. & PETERS, S. C. (1984). Bootstrapping a regression equation: some empirical results. J. Am. Statist. Assoc. 79, 97-106.
    • (1984) J. Am. Statist. Assoc , vol.79 , pp. 97-106
    • FREEDMAN, D.A.1    PETERS, S.C.2
  • 7
    • 0001083136 scopus 로고
    • Regression rank scores and regression quantiles
    • GUTENBRUNNER, C. & JURECKOVA, J. (1992). Regression rank scores and regression quantiles. Ann. Statist. 20, 305-30.
    • (1992) Ann. Statist , vol.20 , pp. 305-330
    • GUTENBRUNNER, C.1    JURECKOVA, J.2
  • 9
    • 0442303767 scopus 로고    scopus 로고
    • A simple resampling method by perturbing the minimand
    • JIN, Z., YING, Z. & WEI, L. J. (2001). A simple resampling method by perturbing the minimand. Biometrika 88, 381-90.
    • (2001) Biometrika , vol.88 , pp. 381-390
    • JIN, Z.1    YING, Z.2    WEI, L.J.3
  • 10
    • 84925105967 scopus 로고    scopus 로고
    • Cambridge: Cambridge University Press
    • KOENKER, R. (2005). Quantile Regression. Cambridge: Cambridge University Press.
    • (2005) Quantile Regression
    • KOENKER, R.1
  • 11
    • 0000273843 scopus 로고
    • Regression quantiles
    • KOENKER, R. & BASSETT, G. (1978). Regression quantiles. Econometrica 46, 33-50.
    • (1978) Econometrica , vol.46 , pp. 33-50
    • KOENKER, R.1    BASSETT, G.2
  • 12
    • 0000432092 scopus 로고
    • Robust tests for heteroscedasticity based on regression quantiles
    • KOENKER, R. & BASSETT, G. (1982). Robust tests for heteroscedasticity based on regression quantiles. Econometrica 50, 43-61.
    • (1982) Econometrica , vol.50 , pp. 43-61
    • KOENKER, R.1    BASSETT, G.2
  • 13
    • 0000809318 scopus 로고
    • Computing regression quantiles
    • KOENKER, R. & D'OREY, V. (1987). Computing regression quantiles. Appl. Statist. 36, 383-93.
    • (1987) Appl. Statist , vol.36 , pp. 383-393
    • KOENKER, R.1    D'OREY, V.2
  • 14
    • 0001620867 scopus 로고
    • A resampling method based on pivotal estimating functions
    • PARZEN, M. I., WEI, L. J. & YING, Z. (1994). A resampling method based on pivotal estimating functions. Biometrika 81, 341-50.
    • (1994) Biometrika , vol.81 , pp. 341-350
    • PARZEN, M.I.1    WEI, L.J.2    YING, Z.3
  • 15
    • 0000976724 scopus 로고    scopus 로고
    • The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators (with Discussion)
    • PORTNOY, S. & KOENKER, R. (1997). The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators (with Discussion). Statist. Sci. 12, 279-300.
    • (1997) Statist. Sci , vol.12 , pp. 279-300
    • PORTNOY, S.1    KOENKER, R.2
  • 16
    • 84971936861 scopus 로고
    • Asymptotics for least absolute deviations regression estimators
    • POLLARD, D. (1991). Asymptotics for least absolute deviations regression estimators. Economet. Theory 7, 186-99.
    • (1991) Economet. Theory , vol.7 , pp. 186-199
    • POLLARD, D.1
  • 17
    • 0000729681 scopus 로고
    • Least absolute deviations estimation for the censored regression model
    • POWELL, J. L. (1984). Least absolute deviations estimation for the censored regression model. J. Economet. 25, 303-25.
    • (1984) J. Economet , vol.25 , pp. 303-325
    • POWELL, J.L.1
  • 18
    • 0043195312 scopus 로고
    • Approximation to the distribution of M-estimates in linear models by randomly weighted bootstrap
    • RAO, C. R. & ZHAO, L. C. (1992). Approximation to the distribution of M-estimates in linear models by randomly weighted bootstrap. Sankhya A 54, 323-31.
    • (1992) Sankhya A , vol.54 , pp. 323-331
    • RAO, C.R.1    ZHAO, L.C.2
  • 20
    • 84950445263 scopus 로고
    • Survival analysis with median regression model
    • YING, Z., JUNG, S. H. & WEI, L. J. (1995). Survival analysis with median regression model. J. Am. Statist. Assoc. 90, 178-84.
    • (1995) J. Am. Statist. Assoc , vol.90 , pp. 178-184
    • YING, Z.1    JUNG, S.H.2    WEI, L.J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.