Artículos de revistas
BOOTSTRAP CONFIDENCE-INTERVALS FOR THE MINIMUM SUM OF ABSOLUTE ERRORS REGRESSION
Registro en:
Journal Of Statistical Computation And Simulation. Gordon Breach Sci Publ Ltd, v. 48, n. 41732, n. 127, n. 133, 1993.
0094-9655
WOS:A1993QM98400001
10.1080/00949659308811546
Autor
STANGENHAUS, G
NARULA, SC
FERREIRA, P
Institución
Resumen
At present very little is known about inference procedures on the parameters of the minimum sum of absolute errors, MSAE, regression model for small to medium size samples. We propose the use of bootstrap methods for this purpose. The (1 - alpha) confidence intervals on the parameters of the regression model may be constructed by using the bootstrap standard deviation or the bootstrap sampling distribution of the MSAE estimator. We compare and contrast the performance and quality of the intervals obtained by the two methods via a Monte Carlo study. 48 41732 127 133