Estimation and testing in least absolute value regression with serially correlated disturbances

DOI10.1023/A:1018974405520zbMath0893.62068OpenAlexW157303529MaRDI QIDQ1374291

Terry E. Dielman, Elizabeth L. Rose

Publication date: 2 December 1997

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018974405520

zbMATH Keywords

simulationsrobust regressionautocorrelationleast absolute deviationspresencesignificance test procedures

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (3)

Penalized power approach to compare the power of the tests when Type I error probabilities are different ⋮ Least absolute value regression: recent contributions ⋮ Multi-criteria optimization in regression

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