Algorithm 478

swMATH29823MaRDI QIDQ41537FDOQ41537

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Official website: https://dl.acm.org/citation.cfm?doid=355616.361024

Cited In (37)

• Scalable estimation and inference for censored quantile regression process
• A fast algorithm for clusterwise linear absolute deviations regression
• A Monte Carlo comparison of several high breakdown and efficient estimators
• Approximation in normed linear spaces
• On spline estimators and prediction intervals in nonparametric regression.
• Signal recovery by discrete approximation and a Prony-like method
• Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes
• Algorithms for roundoff error analysis - a relative error approach
• Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
• An interior point algorithm for nonlinear quantile regression
• Flexible \(L\)-estimation in the linear model
• Stock market's reaction to money supply: a nonparametric analysis
• An algorithm for a least absolute value regression problem with bounds on the parameters
• Computational experience with an algorithm for discrete \(L_ 1\) approximation
• A note on recent proposals for computing \(l_ 1\) estimates
• Smoothed quantile regression with large-scale inference
• COBS
• AS 132
• Robust estimation of parameter for fractal inverse problem
• The reaction of stock market returns to unemployment
• LVPLS
• AS 229
• Algorithm 551
• Algorithm 564
• iqreg
• cbsem
• Detecting and approximating fault lines from randomly scattered data
• L p -methods for robust regression
• A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\)
• Up- and down-dating procedures for linear \(L_ 1\) regression
• Quantile composite-based path modeling
• Gauss–Newton Methods for Robust Parameter Estimation
• conquer
• Algorithms for unconstrained \(L_ 1\) simple linear regression
• 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
• A Frisch-Newton algorithm for sparse quantile regression
• Estimation of multiple-regime regressions with least absolutes deviation

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