Bootstrap methods for median regression models.

The least-absolute-deviations (LAD) estimator for a median-regression model does not satisfy the standard conditions for obtaining asymptotic refinements through use of the bootstrap because the LAD objective function is not smooth. This paper overcomes this problem by smoothing the objective funct...

Descripción completa

Detalles Bibliográficos

Publicado en:	Econometrica Vol. 66; no. 6; pp. 1327 - 1352
Autor principal:	Horowitz, Joel L.
Formato:	Artículo
Publicado:	Wiley-Blackwell November 1998
Materias:	Asymptotic expansions Statistical hypothesis testing Statistical bootstrapping Regression analysis Statistical smoothing
Acceso en línea:	Ver este registro en EBSCOhost