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Communications in Statistics - Simulation and Computation Volume 17, 1988 - Issue 3
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Original Articles

Bootstrapping in least absolute value regression: an application to hypothesis testing

Terry E. Dielman Taxas Christian University, Fort Worth, Texas, 76129
&
Roger C. Pfaffenberger Taxas Christian University, Fort Worth, Texas, 76129
Pages 843-856 | Received 01 Nov 1986, Published online: 13 Feb 2011

References

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  • Dielman , T. and Pfaffenberger , R. 1984 . “Computational algorithms for calculating least absolute value and Chebyshev estimates for multiple regression” . Amer. J. Math. Management , 4 : 169 – 197 .
  • Dielman , T. and Pfaffenberger , R. 1984b . “Tests of linear hypotheses and L1 estimation: A Monte Carlo comparison” . American Statistical Association Business and Economic Statistics Proceedings , : 644 – 647 . Philadelphia
  • Dielman , T. and Pfaffenberger , R. 1988 . “Least absolute value regression: Necessary sample sizes to use normal theory inference procedures” . Decision Sci , Forthcoming
  • Freedman , D. A. 1981 . “Bootstrapping regression models” . Ann. Statist , 9 : 1218 – 1228 .
  • Freedman , D. A. and Peters , S. C. 1984a . “Bootstrapping a regression equation: Some empirical results . J. Amer. Statist. Assoc , 79 : 97 – 106 .
  • Freedman , D. A. and Peters , S. C. 1984b . “Bootstrapping an econometric model: Some empirical results . J. Business Econom. Statist , 2 : 150 – 158 .
  • 1984 . International Mathematical and Statistical Library User's Manual , Houston, TX : IMSL, Inc .
  • Koenker , R. and Bassett , G. 1982 . “Tests of linear hypotheses and L1 estimation” . Econometrica , 50 : 1577 – 1583 .
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  • Sposito , V. A. and Tveite , M. D. 1986 . “On the estimation of the variance of the median used in L1 linear inference procedures” . Comm. Statist. A - Theory Methods , 15 : 1367 – 1375 .
  • Tapia , R. A. and Thompson , J. R. 1978 . Nonparametric Probability Density Estimation , Baltimore, Md : The Johns Hopkins University Press .

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