Estimation and testing in least absolute value regression with serially correlated disturbances

T. E. Dielman; Elizabeth L. Rose

doi:10.1023/a:1018974405520

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Estimation and testing in least absolute value regression with serially correlated disturbances

T. E. Dielman Elizabeth L. Rose

Year: 1997 Journal: Annals of Operations Research Vol: 74 (0)Pages: 239-257 Publisher: Springer Science+Business Media

DOI: 10.1023/a:1018974405520

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Keywords:

Outlier Least absolute deviations Monte Carlo method Statistics Robust regression Context (archaeology) Inference Computer science Econometrics Regression Mathematics Artificial intelligence

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Spectroscopy and Chemometric Analyses

Physical Sciences → Chemistry → Analytical Chemistry

Estimation and testing in least absolute value regression with serially correlated disturbances

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