Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221): Difference between revisions

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+Asymptotic Theory of Least Absolute Error Regression
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+A note on prediction via estimation of the conditional mode function
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+Mallows-Type Bounded-Influence-Regression Trimmed Means
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+Breakdown properties of location estimates based on halfspace depth and projected outlyingness
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+On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
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+Path-Following Methods for Linear Programming
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+Regression rank scores and regression quantiles
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+Tests of linear hypotheses based on regression rank scores
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+Tail Behavior of Regression Estimators and their Breakdown Points
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+COBS: qualitatively constrained smoothing via linear programming
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+A new polynomial-time algorithm for linear programming
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+Regression Quantiles
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+Quantile smoothing splines
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+The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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+Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
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+On the Implementation of a Primal-Dual Interior Point Method
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+Breakdown points and variation exponents of robust \(M\)-estimators in linear models
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+R. J. Boscovich's work on probability
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+Francis Ysidro Edgeworth, Statistician
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