Search Results - subject:"Absolute deviation"

The exact finite-sample distribution of the median absolute deviation about the median of continuous random variables

Nagatsuka, Hideki; Kawakami, Hiroshi; Kamakura, Toshinari; … - In: Statistics & Probability Letters 83 (2013) 4, pp. 999-1005

In this work, the exact finite-sample distribution of the median absolute deviation about the median (MAD) of …

Persistent link: https://www.econbiz.de/10010662345

Nonparametric LAD cointegrating regression

Honda, Toshio - In: Journal of Multivariate Analysis 117 (2013) C, pp. 150-162

paper, we consider nonparametric least absolute deviation (LAD) regression and derive the asymptotic distributions of the …

Persistent link: https://www.econbiz.de/10010665703

Group variable selection and estimation in the tobit censored response model

Liu, Xianhui; Wang, Zhanfeng; Wu, Yaohua - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 80-89

The tobit censored response model plays an important role in analyzing the dependent variable with a constraint at a pre-specified point such as 0, and is widely used in econometrics research. For this regression model, there are few studies on variable selection in a group manner. In this...

Persistent link: https://www.econbiz.de/10010603417

Asymmetric quantile analysis of the Swedish mortgage price discovery process

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 19/21, pp. 3088-3101

Persistent link: https://www.econbiz.de/10010192315

The impact of teachers’ wages on students’ performance in the presence of heterogeneity and endogeneity. Evidence from Brazil.

Maresa, SPRIETSMA; Fabio, WALTENBERG - Institut de Recherche Économique et Sociale (IRES), … - 2005

instrumental variables models (IV). Finally, we estimate two-stage least absolute deviation models (2SLAD), that allow us to cope …

Persistent link: https://www.econbiz.de/10004984716

Group coordinate descent algorithms for nonconvex penalized regression

Wei, Fengrong; Zhu, Hongxiao - In: Computational Statistics & Data Analysis 56 (2012) 2, pp. 316-326

absolute deviation (SCAD) penalty and the minimax concave penalty (MCP). These penalty functions, in comparison to the …

Persistent link: https://www.econbiz.de/10010871377

On simultaneously identifying outliers and heteroscedasticity without specific form

Cheng, Tsung-Chi - In: Computational Statistics & Data Analysis 56 (2012) 7, pp. 2258-2272

each observation in the data. The proposed approach is based on the concept of the weighted least absolute deviation …

Persistent link: https://www.econbiz.de/10010871389

Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters

Lee, Sangin; Kim, Yongdai; Kwon, Sunghoon - In: Statistics & Probability Letters 82 (2012) 9, pp. 1710-1717

including the smoothly clipped absolute deviation (SCAD) penalty (Fan and Li, 2001) as a special case. The APE achieves the …

Persistent link: https://www.econbiz.de/10011039940

Confidence intervals in regression centred on the SCAD estimator

Farchione, Davide; Kabaila, Paul - In: Statistics & Probability Letters 82 (2012) 11, pp. 1953-1960

Consider a linear regression model. Fan and Li (2001) describe the smoothly clipped absolute deviation (SCAD) point …

Persistent link: https://www.econbiz.de/10010593899

Dynamic optimal portfolio with maximum absolute deviation model

Yu, Mei; Wang, Shouyang - In: Journal of Global Optimization 53 (2012) 2, pp. 363-380

Persistent link: https://www.econbiz.de/10010557859