Pages that link to "Item:Q4172804"
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The following pages link to Asymptotic Theory of Least Absolute Error Regression (Q4172804):
Displayed 50 items.
- Linear programming and \(\ell _ 1\) regression: A geometric interpretation (Q578820) (← links)
- On linear models with long memory and heavy-tailed errors (Q618159) (← links)
- Quantity quantiles linear regression (Q734460) (← links)
- n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\) (Q749083) (← links)
- A p-subset property of \(L_ 1\) and regression quantile estimates (Q804175) (← links)
- Asymptotics of the regression quantile basic solution under misspecification. (Q834019) (← links)
- Robust estimation in a nonlinear cointegration model (Q847424) (← links)
- Estimating regression parameters with imprecise input data in an appraisal context (Q853078) (← links)
- Least absolute error estimation in the presence of serial correlation (Q908646) (← links)
- Robust estimation based on grouped-adjusted data in linear regression models (Q909394) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions (Q1019455) (← links)
- Locating multiple interacting quantitative trait loci using robust model selection (Q1020750) (← links)
- Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008) (Q1027642) (← links)
- \(L_{1}\) regression estimate and its bootstrap (Q1042963) (← links)
- Consistency and asymptotic normality of least absolute value estimates (Q1059948) (← links)
- Coefficients of determination for least absolute deviation analysis (Q1088348) (← links)
- On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators (Q1095537) (← links)
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547) (← links)
- Estimating the variance of the LAD regression coefficients. (Q1128617) (← links)
- The catline for deep regression (Q1268021) (← links)
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Multivariate multiple linear regression based on the minimum sum of absolute errors criterion (Q1328593) (← links)
- Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries (Q1333549) (← links)
- A simple algorithm to incorporate transactions costs in quadratic optimization (Q1342041) (← links)
- An investigation of the use of goal programming to fit response surfaces (Q1390242) (← links)
- Empirical likelihood inference for median regression models for censored survival data (Q1400017) (← links)
- Robust regression with high coverage. (Q1423178) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- On \(M\)-estimators and normal quantiles. (Q1434011) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- The mean and median absolute deviations (Q1600521) (← links)
- A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
- Alternative methods of linear regression (Q1609471) (← links)
- Upper and lower approximation models in interval regression using regression quantile techniques (Q1610187) (← links)
- Limiting distributions for \(L_1\) regression estimators under general conditions (Q1807095) (← links)
- \(L_1\)-estimation in linear models with heterogeneous white noise (Q1808685) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- Simple resampling methods for censored regression quantiles (Q1841195) (← links)
- Estimation of quantile density function based on regression quantiles (Q1892117) (← links)
- An example showing that a new technique for LAV estimation breaks down in certain cases (Q1896134) (← links)
- Inference procedures for the \(L_ 1\) regression (Q1896168) (← links)
- Bootstrap tests for unit roots based on LAD estimation (Q1970858) (← 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)
- A note on recent proposals for computing \(l_ 1\) estimates (Q2563594) (← links)
- Huber approximation for the non-linear \(l_{1}\) problem (Q2572881) (← links)