Variance estimates and hypothesis tests in least absolute value regression

DOI10.1080/00949650412331321052zbMath1087.62079OpenAlexW2143097608MaRDI QIDQ5290885

Terry E. Dielman

Publication date: 3 May 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650412331321052

zbMATH Keywords

tablesMonte Carlo simulationrobust regressionleast absolute deviations\(L_{1}\)-regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Cites Work

• 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 further comparison of tests of hypotheses in LAV regression
• Tests of Linear Hypotheses and l"1 Estimation
• Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
• Asymptotic Theory of Least Absolute Error Regression
• Adjusted power estimates in monte carlo experiments