Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/78205
Type: Artigo de periódico
Title: BOOTSTRAP CONFIDENCE-INTERVALS FOR THE MINIMUM SUM OF ABSOLUTE ERRORS REGRESSION
Author: STANGENHAUS, G
NARULA, SC
FERREIRA, P
Abstract: At present very little is known about inference procedures on the parameters of the minimum sum of absolute errors, MSAE, regression model for small to medium size samples. We propose the use of bootstrap methods for this purpose. The (1 - alpha) confidence intervals on the parameters of the regression model may be constructed by using the bootstrap standard deviation or the bootstrap sampling distribution of the MSAE estimator. We compare and contrast the performance and quality of the intervals obtained by the two methods via a Monte Carlo study.
Subject: INFERENCE PROCEDURES
HYPOTHESIS TESTING
L(1)-NORM
MONTE CARLO
PERCENTILE METHOD
Country: Inglaterra
Editor: Gordon Breach Sci Publ Ltd
Rights: fechado
Identifier DOI: 10.1080/00949659308811546
Date Issue: 1993
Appears in Collections:Unicamp - Artigos e Outros Documentos

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