On the estimation of the variance of the median used in L1linear inference procedures

DOI10.1080/03610928608829188zbMath0618.62027OpenAlexW1981258062MaRDI QIDQ4728005

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Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829188

zbMATH Keywords

asymptotic inference proceduresLAV estimator

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (7)

Bootstrapping in least absolute value regression: an application to hypothesis testing ⋮ -Chart with runs and variable sampling intervals ⋮ Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison ⋮ Estimating the variance of the LAD regression coefficients. ⋮ A bootstrap approach to hypothesis testing in least absolute value regression ⋮ Least absolute value regression: recent contributions ⋮ A further comparison of tests of hypotheses in LAV regression

Cites Work

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• Useful generalized properties of L₁estimators
• Tests of Linear Hypotheses and l"1 Estimation
• Asymptotic Theory of Least Absolute Error Regression
• The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
• Norms for Smoothing and Estimation

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