, called BRCENS, is developed as an adaption of the Barrodale-Roberts algorithm for the standard quantile regression problem …

, called BRCENS, is developed as an adaption of the Barrodale-Roberts algorithm for the standard quantile regression problem …

In regression analysis there is typically a large collection of competing models available from which we want to select … sample size. General asymptotic concepts are introduced, covering the usual ones of consistency and asymptotic optimality …. For example, the consistency of a procedure is decided by the interplay between these penalties, the complexity of the …

In this paper we consider regression models with forecast feedback. Agents' expectations are formed via the recursive …

scientific research. This paper in- vestigates the effect of microaggregation on the estimation of a linear regression by …

This letter evaluates the performance of auxiliary regression-based specification tests for parametric duration models …

auxiliary regression is examined using both asymptotic and bootstrap critical values. Monte Carlo evidence indicates that no one …