Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison

DOI10.1080/03610919008812911zbMath0850.62500OpenAlexW2035654226MaRDI QIDQ4019125

Terry E. Dielman, Roger C. Pfaffenberger

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919008812911

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Related Items (9)

Variance estimates and hypothesis tests in least absolute value regression ⋮ Coefficients of determinations for variable selection in the msae regression ⋮ A bootstrap approach to hypothesis testing in least absolute value regression ⋮ A note on hypothesis testing in LAV multiple regression: A small sample comparison ⋮ A note on hypothesis testing in LAV multiple regression: a small sample comparison ⋮ Least absolute value regression: recent contributions ⋮ Investigations of the coordinates in Ptolemy's \textit{Geographike hyphegesis} Book 8 ⋮ Goal programming models and their duality relations for use in evaluating security portfolio and regression relations ⋮ A further comparison of tests of hypotheses in LAV regression

Cites Work

• A comparison of testing and confidence interval methods for the median
• Bootstrap methods: another look at the jackknife
• A finite sample estimate of the variance of the sample median
• Distribution of quantiles in samples from a bivariate population
• Bootstrapping in least absolute value regression: an application to hypothesis testing
• Tests of Linear Hypotheses and l"1 Estimation
• On the estimation of the variance of the median used in L₁linear inference procedures
• On a Simple Estimate of the Reciprocal of the Density Function

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