Permutation tests using least distance estimator in the multivariate regression model
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Volume (Year): 27 (2012)
Issue (Month): 2 (June)
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References listed on IDEAS
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- 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.
- 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.
- Kennedy, Peter E, 1995.
"Randomization Tests in Econometrics,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 13(1), pages 85-94, January.
- Kennedy, P., 1993. "Randomization Tests in Econometrics," Discussion Papers dp93-08, Department of Economics, Simon Fraser University.
- 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. Full references (including those not matched with items on IDEAS)
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