Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with hetereogenous dependent errors
Elise Coudin, Jean-Marie Dufour
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Coudin, Elise ; Dufour, Jean-Marie |
| Publisher: |
Montréal : CIRANO, Centre interuniversitaire de recherche en analyse des organisations |
| Subject: | sign-based methods | median regression | test inversion | Hodges-Lehmann estimators | confidence distributions | p-value function | least absolute deviation estimators | quantile regressions | sign test | simultaneous inference | Monte Carlo tests | projection methods | non-normality | heteroskedasticity | serial dependence | GARCH | stochastic volatility | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Nichtparametrisches Verfahren | Nonparametric statistics |
| Extent: | 1 Online-Ressource (circa 53 Seiten) Illustrationen |
|---|---|
| Series: | Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations. - Montréal, Qué. : [Verlag nicht ermittelbar], ISSN 2292-0838, ZDB-ID 2815643-2. - Vol. 2017s-06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011610097