ON LEAST ABSOLUTE ERROR ESTIMATION OF LINEAR-REGRESSION MODELS WITH DEPENDENT STABLE RESIDUALS

被引：10

作者：

COURSEY, D ^{[1
]}

NYQUIST, H ^{[1
]}

机构：

[1] UMEA UNIV,S-90187 UMEA,SWEDEN

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1983年 / 65卷 / 04期

关键词：

D O I：

10.2307/1935943

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：687 / 692

页数：6

共 50 条

[21] SAMPLING DISTRIBUTION OF LEAST ABSOLUTE RESIDUALS REGRESSION ESTIMATES
ROSENBER.B
CARLSON, D
ECONOMETRICA, 1971, 39 (04) : 401 - &
[22] LINEAR-REGRESSION WITH ERROR IN DEFLATING VARIABLE
CASSON, MC
ECONOMETRICA, 1973, 41 (04) : 751 - 759
[23] INTERVAL ESTIMATION IN LINEAR-REGRESSION WHEN BOTH VARIABLES ARE SUBJECT TO ERROR
HALPERIN, M
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1964, 59 (308) : 1112 - &
[24] PRELIMINARY-TEST ESTIMATION OF THE STANDARD ERROR OF ESTIMATE IN LINEAR-REGRESSION
CLARKE, JA
ECONOMICS LETTERS, 1990, 34 (01) : 27 - 32
[25] ERROR-IN-VARIABLES AND LINEAR-REGRESSION
MARQUESVIDAL, P
RAKOTOVAO, R
DUCIMETIERE, P
REVUE D EPIDEMIOLOGIE ET DE SANTE PUBLIQUE, 1994, 42 (01): : 58 - 67
[26] ESTIMATION IN DYNAMIC LINEAR-REGRESSION MODELS WITH INFINITE VARIANCE ERRORS
KNIGHT, K
ECONOMETRIC THEORY, 1993, 9 (04) : 570 - 588
[27] Least Absolute Value vs. Least Squares Estimation and Inference Procedures in Regression Models with Asymmetric Error Distributions
Dielman, Terry E.
JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2009, 8 (01) : 147 - 160
[28] NONNEGATIVE MINIMUM BIASED QUADRATIC ESTIMATION IN THE LINEAR-REGRESSION MODELS
GNOT, S
TRENKLER, G
ZMYSLONY, R
JOURNAL OF MULTIVARIATE ANALYSIS, 1995, 54 (01) : 113 - 125
[29] BANDWIDTH SELECTION IN SEMIPARAMETRIC ESTIMATION OF CENSORED LINEAR-REGRESSION MODELS
HALL, P
HOROWITZ, JL
ECONOMETRIC THEORY, 1990, 6 (02) : 123 - 150
[30] BAYES INVARIANT QUADRATIC ESTIMATION IN GENERAL LINEAR-REGRESSION MODELS
GNOT, S
SRZEDNICKA, J
ZMYSLONY, R
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1992, 30 (02) : 223 - 236

← 1 2 3 4 5 →