Pages that link to "Item:Q4172804"

The following pages link to Asymptotic Theory of Least Absolute Error Regression (Q4172804):

Displaying 50 items.

• Linear quantile mixed models (Q111690) (← links)
• Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach (Q288000) (← links)
• The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
• Bagging binary and quantile predictors for time series (Q291866) (← links)
• The \(L_1\) penalized LAD estimator for high dimensional linear regression (Q391806) (← links)
• Penalized least absolute deviations estimation for nonlinear model with change-points (Q451506) (← links)
• The relationship between the absolute deviation from a quantile and Gini's mean difference (Q478477) (← links)
• One-step R-estimation in linear models with stable errors (Q528136) (← links)
• Linear programming and \(\ell _ 1\) regression: A geometric interpretation (Q578820) (← links)
• On linear models with long memory and heavy-tailed errors (Q618159) (← links)
• Gini's multiple regressions: two approaches and their interaction (Q649518) (← links)
• Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model (Q683458) (← links)
• Quantile regression for longitudinal data with a working correlation model (Q693266) (← links)
• Median regression analysis from data with left and right censored observations (Q713755) (← links)
• Quantity quantiles linear regression (Q734460) (← links)
• Specification tests of parametric dynamic conditional quantiles (Q736700) (← 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)
• Median regression from twice censored data (Q826701) (← 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)
• Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← 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)