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An Inference Procedure for the Minimum Sum of Absolute Errors Regression

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Computational Statistics

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Abstract

Using the asymptotic theory and results of a Monte Carlo study, we provide some guidelines to draw inferences about the parameters of the MSAE regression model.

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Author information

Authors and Affiliations

  1. Virginia Commonwealth University, Richmond, VA, 23284, USA

    S. C. Narula, G. Stangenhaus & P. Ferreira Fº

  2. Universidade Estadual de Campinas, 13.081, Campinas, S.P., Brazil

    S. C. Narula, G. Stangenhaus & P. Ferreira Fº

  3. Universidade Federal de São Carlos, 13.560, S. Carlos, S.P., Brazil

    S. C. Narula, G. Stangenhaus & P. Ferreira Fº

Authors
  1. S. C. Narula
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  2. G. Stangenhaus
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  3. P. Ferreira Fº
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Editor information

Editors and Affiliations

  1. Groupe de Statistique, University of Neuchâtel, Pierre-à-Mazel 7, CH-2000, Neuchâtel, Switzerland

    Yadolah Dodge (Professor of Statistics and Operations Research) (Professor of Statistics and Operations Research)

  2. Lancaster University, GB-Lancaster, LA1 4YE, Great Britain

    Joe Whittaker (Professor of Mathematics) (Professor of Mathematics)

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© 1992 Springer-Verlag Berlin Heidelberg

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Narula, S.C., Stangenhaus, G., Fº, P.F. (1992). An Inference Procedure for the Minimum Sum of Absolute Errors Regression. In: Dodge, Y., Whittaker, J. (eds) Computational Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-26811-7_67

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  • DOI: https://doi.org/10.1007/978-3-662-26811-7_67

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-662-26813-1

  • Online ISBN: 978-3-662-26811-7

  • eBook Packages: Springer Book Archive

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