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- W858462276 abstract "It has been shown that LAD estimates are more efficient than LS estimates when the error distribution is double exponential in AR(1) model. In order to explore the performance of LAD estimates one can use bootstrap approaches. In this paper we consider the efficiencies of bootstrap methods when we apply LAD estimates with highly variable data. Monte Carlo simulation results are given for comparing generalized bootstrap, stationary bootstrap and threshold bootstrap methods." @default.
- W858462276 created "2016-06-24" @default.
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- W858462276 date "2006-12-31" @default.
- W858462276 modified "2023-09-25" @default.
- W858462276 title "Comparison of Bootstrap Methods for LAD Estimator in AR(1) Model" @default.
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- W858462276 doi "https://doi.org/10.5351/ckss.2006.13.3.745" @default.
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