Pages that link to "Item:Q4172804"
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The following pages link to Asymptotic Theory of Least Absolute Error Regression (Q4172804):
Displayed 49 items.
- Inference procedures for the \(L_ 1\) regression (Q1896168) (← links)
- Detecting invalid instruments using \(L_{1}\)-GMM (Q1934944) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- Semiparametric quantile regression with random censoring (Q2304246) (← links)
- Review of median stable distributions and Schröder's equation (Q2330759) (← links)
- Novel global harmony search algorithm for least absolute deviation (Q2336607) (← links)
- Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models (Q2470107) (← links)
- Empirical likelihood inference for censored median regression model via nonparametric kernel estimation (Q2482614) (← links)
- Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics (Q2510942) (← links)
- A note on recent proposals for computing \(l_ 1\) estimates (Q2563594) (← links)
- Huber approximation for the non-linear \(l_{1}\) problem (Q2572881) (← links)
- (Q2750784) (← links)
- Correcting Data Corruption Errors for Multivariate Function Approximation (Q2818244) (← links)
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS (Q3028146) (← links)
- Asymptotic normality of p-norm estimators in multiple regression (Q3038393) (← links)
- Median Regression with Censored Cost Data (Q3079002) (← links)
- Asymptotic theory of least distances estimate in multivariate linear models (Q3200399) (← links)
- L<sub>1</sub>Estimation of the median of a survey population (Q3432382) (← links)
- Robust estimation with flexible parametric distributions: estimation of utility stock betas (Q3564808) (← links)
- Convex sets in minimum-distance estimation (Q3773059) (← links)
- Asymptotic normality of<i>r</i>-estimates in the linear model (Q3806573) (← links)
- Influence of design on the rate of convergence to normality in <i>L</i><sub>1</sub> regression (Q3982608) (← links)
- A comparison of some manova-type tests based on least distances (Q4232083) (← links)
- Formulae for the<i>L</i><sub>0</sub>,<i>L</i><sub>1</sub>and<i>L</i><sub>∞</sub>Norms (Q4262906) (← links)
- Robustness of least distances estimate in ultivariate linear models (Q4322925) (← links)
- Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo (Q4322938) (← links)
- Asymptotics of<i>L</i><sub>1</sub>-Estimators in Moving Average Time Series Models (Q4449147) (← links)
- Coefficients of determinations for variable selection in the msae regression (Q4550601) (← links)
- Least absolute value regression: recent contributions (Q4665923) (← links)
- On the estimation of the variance of the median used in L<sub>1</sub>linear inference procedures (Q4728005) (← links)
- Asymptotics for <i>L</i><sub>1</sub>‐estimators of regression parameters under heteroscedasticityY (Q4944640) (← links)
- Developing ridge estimation method for median regression (Q5127125) (← links)
- Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions (Q5130252) (← links)
- Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146023) (← links)
- On sign-based regression quantiles (Q5220799) (← links)
- Efficient quantile regression for heteroscedastic models (Q5220890) (← links)
- WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS (Q5229425) (← links)
- A Randomized Algorithm for Multivariate Function Approximation (Q5268988) (← links)
- Median Stable Distributions (Q5280272) (← links)
- Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression (Q5283842) (← links)
- Variance estimates and hypothesis tests in least absolute value regression (Q5290885) (← links)
- Empirical Likelihood Method for Censored Median Regression Models (Q5321895) (← links)
- Asymptotic distribution of least square estimators for linear models with dependent errors (Q5384673) (← links)
- LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS (Q5411515) (← links)
- NONSTANDARD QUANTILE-REGRESSION INFERENCE (Q5411522) (← links)
- Fuzzy Least-Absolutes Estimates in Linear Models (Q5421546) (← links)
- Quantile regression when the covariates are functions (Q5717559) (← links)
- Asymptotic distribution of regression M-estimators (Q5945257) (← links)