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

Bibliography

• Block , D. and Gastwirth , J. 1968 . On a simple estimate of the reciprocal of the density function . Ann. Math. Statist. , 39 : 1083 – 1085 .
   Google Scholar
• Cox , D.R. and Hinkley , D.V. 1974 . Theoretical Statistics , London : Chapman and Hall .
   Google Scholar
• Dielman , T. and Pfaffenberger , R. 1988 . Bootstrapping in least absolute value regression: An application to hypothesis testing . Comm. Statist. - Simula. Comput. , 17 : 843 – 856 .
   Web of Science ®Google Scholar
• Dielman , T. and Pfaffenberger , R. 1982 . “ LAV (Least Absolute Value) estimation in linear regression: A review ” . In TIMS Studies in Management Science , Edited by: Zanakis , S. and Rustagi , J. 31 – 52 . Amsterdam : North-Holland Publishing Co. .
   Google Scholar
• Efron , B. 1979 . Bootstrap methods: Another look at the jackknife . Ann. Statist. , 7 : 1 – 26 .
   Web of Science ®Google Scholar
• 1982 . International Mathematical and Statistical Libraries, Inc. Houston , Texas
   Google Scholar
• Koenker , R. 1987 . “ A comparison of asymptotic testing methods for L1-regression ” . In Statistical Data Analysis Based on the L₁-Norm and Related Methods Edited by: Dodge , Y. 287 – 795 .
   Google Scholar
• Koenker , R. and Bassett , G. 1982 . Tests of linear hypotheses and l1 estimation . Econometrica , 50 : 1577 – 1583 .
   Web of Science ®Google Scholar
• Maritz , J. and Jarrett , R. 1978 . A note on estimating the variance of the sample median . J. Amer. Statist. Assoc. , 73 : 194 – 196 .
   Web of Science ®Google Scholar
• McKean , J. and Schrader , R. 1987 . “ Least absolute errors analysis of variance ” . In Statistical Data Analysis Based on the L₁-Norm and Related Methods Edited by: Dodge , Y. 297 – 305 .
   Google Scholar
• McKean , J. and Schrader , R. 1984 . A comparison of methods for Studentizing the sample median . Comm. Statist. - Simula. Computa. , 13 : 751 – 773 .
   Web of Science ®Google Scholar
• Sheather , S. 1987 . “ Assessing the accuracy of the sample median: Estimated standard errors versus interpolated confidence intervals ” . In Statistical Data Analysis Based on the L₁-Norm and Related Methods Edited by: Dodge , Y. 203 – 215 .
   Google Scholar
• Sheather , S. 1986a . A finite sample estimate of the variance of the sample median . Statist. Probab. Letters , 4 : 337 – 342 .
   Web of Science ®Google Scholar
• Sheather , S. 1986b . An improved data-based algorithm for choosing the window width when estimating the density at a point . Comput. Statist. Data Anal. , 4 : 61 – 65 .
   Web of Science ®Google Scholar
• Sheather , S. and McKean , J. 1986 . “ A comparison of testing and confidence interval methods for the median ” . Dept. of Statistics, The University of Melbourne . Report No. 3
   Google Scholar
• Siddiqui , M. 1960 . Distribution of quantiles in samples from a bivariate population . Res. Nat. Bur. Standards Sect. B , 64 : 145 – 150 .
   Google Scholar
• Sposito , V. and Tveite , M.D. 1986 . On the estimation of the variance of the median used in l1 linear inference procedures . Comm. Statist. - Theory Methods , 15 : 1367 – 1375 .
   Web of Science ®Google Scholar
• Welsh , A. 1987 . “ Asymptotically efficient estimation of the sparsity function of a point ” . In Statistical Data Analysis Based on the L₁-Norm and Related Methods Edited by: Dodge , Y. 369 – 377 .
   Google Scholar