Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors

SSRN Electronic Journal ◽

10.2139/ssrn.1777272 ◽

2011 ◽

Cited By ~ 1

Author(s):

Elise Coudin ◽

Jean-Marie Dufour

Keyword(s):

Median Regressions

Estimating small area mean with mixed and fixed effects support vector median regressions

Neurocomputing ◽

10.1016/j.neucom.2014.05.046 ◽

2014 ◽

Vol 145 ◽

pp. 174-181

Author(s):

Jooyong Shim ◽

Changha Hwang

Keyword(s):

Fixed Effects ◽

Small Area ◽

Support Vector ◽

Vector Median ◽

Median Regressions

Finite-Sample Generalized Confidence Distributions and Sign-Based Robust Estimators In Median Regressions with Heterogeneous Dependent Errors

SSRN Electronic Journal ◽

10.2139/ssrn.2919933 ◽

2017 ◽

Author(s):

Elise Coudin ◽

Jean-Marie Dufour

Keyword(s):

Robust Estimators ◽

Finite Sample ◽

Median Regressions

Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors

Econometric Reviews ◽

10.1080/07474938.2020.1772568 ◽

2020 ◽

Vol 39 (8) ◽

pp. 763-791 ◽

Cited By ~ 1

Author(s):

Elise Coudin ◽

Jean-Marie Dufour

Keyword(s):

Robust Estimators ◽

Finite Sample ◽

Median Regressions

Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form

Econometrics Journal ◽

10.1111/j.1368-423x.2009.00285.x ◽

2009 ◽

Vol 12 ◽

pp. S19-S49 ◽

Cited By ~ 18

Author(s):

Elise Coudin ◽

Jean-Marie Dufour

Keyword(s):

Linear Dependence ◽

Finite Sample ◽

Distribution Free ◽

Sample Distribution ◽

Non Linear ◽

Unknown Form ◽

Finite Sample Distribution ◽

Median Regressions