Permutation tests using least distance estimator in the multivariate regression model
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References listed on IDEAS
- Kennedy, Peter E, 1995. "Randomization Tests in Econometrics," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 85-94, January.
- Freedman, David & Lane, David, 1983. "A Nonstochastic Interpretation of Reported Significance Levels," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 292-298, October.
- Jhun, Myoungshic & Choi, Inkyung, 2009. "Bootstrapping least distance estimator in the multivariate regression model," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4221-4227, October.
- Huber, Peter J., 1987. "The place of the L1-norm in robust estimation," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 255-262, September.
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- Max Wornowizki & Roland Fried, 2016. "Two-sample homogeneity tests based on divergence measures," Computational Statistics, Springer, vol. 31(1), pages 291-313, March.
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KeywordsLeast distance estimator; Least squares estimator; Permutation test; Bootstrap estimator;
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