A bootstrap approach to hypothesis testing in least absolute value regression
Tài liệu tham khảo
DeAngelis, 1993, Analytical and bootstrap approximations to estimator distributions in L1 regression, J. Amer. Statist. Assoc., 88, 1310, 10.2307/2291271
Dielman, 1992, Computational algorithms for least absolute value regression, 311
Dielman, 1982, LAV (Least Absolute Value) estimation in linear regression: A review, 31
Dielman, 1984, Computational algorithms for calculating least absolute value and Chebyshev estimates in multiple regression, Amer. J. Math. Management Sci., 4, 169
Dielman, 1988, Bootstrapping in least absolute value regression: An application to hypothesis testing, Comm. Statist. Simulation Comput., 17, 843, 10.1080/03610918808812699
Dielman, 1990, Tests of linear hypotheses in LAV regression, Comm. Statist. Simulation Comput., 19, 1179, 10.1080/03610919008812911
Dielman, 1992, A further comparison of tests of hypotheses in LAV regression, Comput. Statist. Data Anal., 14, 375, 10.1016/0167-9473(92)90046-I
Efron, 1979, Bootstrap methods: Another look at the jackknife, Ann. Statis., 7, 1, 10.1214/aos/1176344552
Gutenbrunner, 1993, Tests of linear hypotheses based on regression rank scores, Nonparametric Statist., 2, 307, 10.1080/10485259308832561
Hall, 1988, On the distribution of a studentized quantile, J. Roy. Statist. Soc., Ser. B, 50, 381
Hall, 1991, Two guidelines for bootstrap hypothesis testing, Biometrics, 47, 757, 10.2307/2532163
Koenker, 1987, A comparison of asymptotic testing methods for L1-regression, 287
Koenker, 1982, Tests of linear hypotheses and L1 regression, Econometrica, 50, 1577, 10.2307/1913398
McKean, 1984, A comparison of methods for Studentizing the sample median, Comm. Statist. Simulation Comput., 13, 751, 10.1080/03610918408812413
Sheather, 1987, Assessing the accuracy of the sample median: Estimated standard errors versus interpolated confidence intervals, 203
Sheather, 1987, A comparison of testing and confidence interval methods for the median, Statist. Probab. Lett., 6, 31, 10.1016/0167-7152(87)90055-1
Siddiqui, 1960, Distribution of quantiles in samples from a bivariate population, Res. National Bureau Standards, Section B, 64, 145, 10.6028/jres.064B.017
Sposito, 1986, On the estimation of the variance of the median used in L1 linear inference procedures, Comm. Statist. Theory Methods, 15, 1367, 10.1080/03610928608829188
Stangenhaus, 1987, Bootstrap and inference procedures for L1-regression, 323