Please use this identifier to cite or link to this item:
Type: Artigo de periódico
Title: Inference Procedures For The L1 Regression
Author: Stangenhaus G.
Narula S.C.
Abstract: It is well known that the L1 estimators of the parameters of the regression model asymptotically follow a normal distribution. In this paper, using Monte Carlo approach, we determine the sample size at which we can use the normal distribution approximation to construct confidence intervals and tests of hypothesis on the parameters in the L1 regression model. © 1991.
Rights: fechado
Identifier DOI: 10.1016/0167-9473(91)90104-A
Date Issue: 1991
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File SizeFormat 
2-s2.0-0344669575.pdf454.61 kBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.