TESTS OF LINEAR HYPOTHESES AND LAV ESTIMATION - A MONTE-CARLO COMPARISON

被引：17

作者：

DIELMAN, TE ^{[1
]}

PFAFFENBERGER, RC ^{[1
]}

机构：

[1] TEXAS CHRISTIAN UNIV,FT WORTH,TX 76129

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1990年 / 19卷 / 04期

关键词：

L1-NORM ESTIMATION; LEAST ABSOLUTE VALUE ESTIMATION; SIMULATION;

D O I：

10.1080/03610919008812911

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Monte Carlo simulation is used to study the performance of the Wald, likelihood ratio and Lagrange multiplier tests for regression coefficients when least absolute value regression is used. The simulation results provide support for use of the Lagrange multiplier test, especially when certain computational advantages are considered.

引用

页码：1179 / 1199

页数：21

共 18 条

[1] ON A SIMPLE ESTIMATE OF RECIPROCAL OF DENSITY FUNCTION [J].