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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+COBS: qualitatively constrained smoothing via linear programming
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+Regression Quantiles
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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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+Francis Ysidro Edgeworth, Statistician
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