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Permutation tests using least distance estimator in the multivariate regression model

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  • Sooncheol Sohn
  • Byoung Jung
  • Myoungshic Jhun

Abstract

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Suggested Citation

  • Sooncheol Sohn & Byoung Jung & Myoungshic Jhun, 2012. "Permutation tests using least distance estimator in the multivariate regression model," Computational Statistics, Springer, vol. 27(2), pages 191-201, June.
    • Handle: RePEc:spr:compst:v:27:y:2012:i:2:p:191-201
    DOI: 10.1007/s00180-011-0247-3
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    References listed on IDEAS

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    1. Kennedy, Peter E, 1995. "Randomization Tests in Econometrics," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 85-94, January.
    2. 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.
    3. 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.
    4. 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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    Cited by:

    1. 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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