Calculation method for nonlinear dynamic least-absolute deviations estimator

DOI10.14490/JJSS1995.31.39MaRDI QIDQ2762246zbMATH OpenOpenAlexFDO

Authors Kohtaro Hitomi, Masato Kagihara

Publication date 2 March 2004

Published in Journal of the Japan Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss1995.31.39

zbMATH Keywords

least absolute deviations estimatornonlinear dynamic models

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Estimating nonlinear regression with and without change-points by the LAD method
• scientific article; zbMATH DE number 3844909
• Nonlinear least-squares estimation
• LAD estimation for nonlinear regression models with randomly censored data
• n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\)

Cited in

(7)

• scientific article; zbMATH DE number 3844909 (Why is no real title available?)
• Computing nonlinear lts estimator based on a random differential evolution strategy
• Penalized least absolute deviations estimation for nonlinear model with change-points
• Estimating nonlinear regression with and without change-points by the LAD method
• A Newton-based variant of exclusive Lasso for improved sparse solutions
• Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?
• An extension of the Gauss-Newton algorithm for estimation under asymmetric loss

This page was built for publication: Calculation method for nonlinear dynamic least-absolute deviations estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2762246)