Estimating the variance of the LAD regression coefficients.

DOI10.1016/S0167-9473(97)00047-9zbMath1042.62548WikidataQ126382878 ScholiaQ126382878MaRDI QIDQ1128617

Marilena Furno

Publication date: 13 August 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

LAD estimatorCovariance matrix estimatorDelete-d jackknife estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05)

Related Items (3)

Finite Sample Properties of the QME ⋮ On adaptive linear regression ⋮ An adaptive linear regression approach for modeling heavy-tailed longitudinal data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Descriptive statistics for multivariate distributions
• Bootstrap methods: another look at the jackknife
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• A general theory for jackknife variance estimation
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Consistency of jackknife estimators of the variances of simple quantiles
• Conditional Heteroscedastic Time Series Models
• The Efficiency and Consistency of Approximations to the Jackknife Variance Estimators
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Regression Quantiles
• Asymptotic Theory of Least Absolute Error Regression
• A class of high-breakdown scale estimators based on subranges
• On the estimation of the variance of the median used in L₁linear inference procedures
• Robust Statistics

This page was built for publication: Estimating the variance of the LAD regression coefficients.