Least absolute value vs. least squares estimation and inference procedures in regression models with asymmetric error distributions

Journal of Modern Applied Statistical Methods

Volumn 8, Issue 1, 2009, Pages 147-160

  Dielman, Terry E ^a  

^a TEXAS CHRISTIAN UNIVERSITY   (United States)

Author keywords

Least absolute deviations; Robust regression; Simulation

Indexed keywords

EID: 78650761319     PISSN: 15389472     EISSN: 15389472     Source Type: Journal    
DOI: 10.22237/jmasm/1241136720     Document Type: Article

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