2 STAGE LEAST ABSOLUTE DEVIATIONS ESTIMATORS

被引:135
作者
AMEMIYA, T
机构
关键词
D O I
10.2307/1912608
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:689 / 711
页数:23
相关论文
共 16 条
[1]   REGRESSION-ANALYSIS WHEN DEPENDENT VARIABLE IS TRUNCATED NORMAL [J].
AMEMIYA, T .
ECONOMETRICA, 1973, 41 (06) :997-1016
[2]  
AMEMIYA T, 1980, 297 STANF U I MATH S
[3]   STRONG CONSISTENCY OF LEAST-SQUARES ESTIMATES IN DYNAMIC-MODELS [J].
ANDERSON, TW ;
TAYLOR, JB .
ANNALS OF STATISTICS, 1979, 7 (03) :484-489
[4]   ASYMPTOTIC THEORY OF LEAST ABSOLUTE ERROR REGRESSION [J].
BASSETT, G ;
KOENKER, R .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1978, 73 (363) :618-622
[5]  
Chung K.L., 1974, COURSE PROBABILITY T, V2nd
[6]  
FAIR RC, 1974, ANN ECON SOC MEAS, V3, P667
[7]   FIRST-MEDIAN TEST - A 2-SIDED VERSION OF CONTROL MEDIAN TEST [J].
GASTWIRTH, JL .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (322) :692-706
[8]   SMALL SAMPLE PROPERTIES OF SIMULTANEOUS EQUATION LEAST ABSOLUTE ESTIMATORS VIS-A-VIS LEAST SQUARES ESTIMATORS [J].
GLAHE, FR ;
HUNT, JG .
ECONOMETRICA, 1970, 38 (05) :742-&
[9]   ROBUST ESTIMATION OF LOCATION PARAMETER [J].
HUBER, PJ .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (01) :73-&
[10]  
HUBER PJ, 1967, 5TH P BERK S MATH ST, V1, P221