Search Results - subject:"median regression"

An anatomy of racial and ethnic trends in male earnings in the US

Hirsch, Barry T.; Winters, John V. - In: The review of income and wealth : journal of the … 60 (2014) 4, pp. 930-947

Persistent link: https://www.econbiz.de/10010457415

Outsourcing and market value of the firm : toward a comprehensive model

Nagpal, Pankaj; Nicolaou, Andreas I.; Lyytinen, Kalle - In: Intelligent systems in accounting finance and … 21 (2014) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10010339791

Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

Arslan, Olcay - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1952-1965

The weighted least absolute deviation (WLAD) regression estimation method and the adaptive least absolute shrinkage and selection operator (LASSO) are combined to achieve robust parameter estimation and variable selection in regression simultaneously. Compared with the LAD-LASSO method, the...

Persistent link: https://www.econbiz.de/10010871323

On the median regression for SURE models with applications to 3-generation immigrants data in Sweden

Shukur, Ghazi; Zeebari, Zangin - In: Economic Modelling 28 (2011) 6, pp. 2566-2578

In this paper we generalize the median regression method to be applicable to system of regression equations, in … the weighted median regression with the weights obtained from the covariance matrix of the equations obtained from …. The Seemingly Unrelated Median Regression Equations (SUMRE) models produce results that are more robust than the usual …

Persistent link: https://www.econbiz.de/10010573371

Wealth of recent immigrants to the USA

Ketkar, Suhas L.; Dora, Manoj K. - In: International Journal of Economic Policy in Emerging … 4 (2011) 4, pp. 330-344

Developing countries' ability to issue diaspora bonds depends upon the wealth of their diaspora. We use the New Immigrants Survey data to determine the wealth accumulation and assets diversification of recent immigrants to the USA from different regions of the world. Our quantile (median)...

Persistent link: https://www.econbiz.de/10009352856

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

Coudin, Elise; Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2011

We propose estimators for the parameters of a linear median regression without any assumption on the shape of the error …

Persistent link: https://www.econbiz.de/10008855591

Simultaneous estimation and variable selection in median regression using Lasso-type penalty

Xu, Jinfeng; Ying, Zhiliang - In: Annals of the Institute of Statistical Mathematics 62 (2010) 3, pp. 487-514

Persistent link: https://www.econbiz.de/10008552390

Flexible modeling based on copulas in nonparametric median regression

Braekers, Roel; Van Keilegom, Ingrid - In: Journal of Multivariate Analysis 100 (2009) 6, pp. 1270-1281

Consider the model Y=m(X)+[epsilon], where m([dot operator])=med(Y[dot operator]) is unknown but smooth. It is often assumed that [epsilon] and X are independent. However, in practice this assumption is violated in many cases. In this paper we propose modeling the dependence between [epsilon]...

Persistent link: https://www.econbiz.de/10005152848

Robust estimation of the conditional median function at elliptical models

Croux, Christophe; Dehon, Catherine; Rousseeuw, Peter J.; … - In: Statistics & Probability Letters 51 (2001) 4, pp. 361-368

In this note we study the problem of estimating the parameters of the conditional median function at elliptical models. For this we use positive-breakdown estimators of multivariate location and scatter, and obtain influence functions and asymptotic variances of the resulting slope and...

Persistent link: https://www.econbiz.de/10005319666