Least absolute value regression: recent contributions
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Recommendations
- Least absolute value estimation in regression models: an annotated bibliography
- LEAST ABSOLUTE VALUE ESTIMATION
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
- Variance estimates and hypothesis tests in least absolute value regression
- Estimation and testing in least absolute value regression with serially correlated disturbances
Cites work
- L 1 solution of overdetermined systems of linear equations
- A Finite Smoothing Algorithm for Linear $l_1 $ Estimation
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
- A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model
- A bootstrap approach to hypothesis testing in least absolute value regression
- A comparison of some quick algorithms for robust regression
- A further comparison of tests of hypotheses in LAV regression
- A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems
- A linked list data structure for a simple linear regression algorithm
- A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\)
- A new algorithm for nonlinear \(L_ 1\)-norm minimization with nonlinear equality constraints
- A new technique for curve fitting based on minimum absolute deviations
- A note on hypothesis testing in LAV multiple regression: A small sample comparison
- A note on recent proposals for computing \(l_ 1\) estimates
- A p-subset property of \(L_ 1\) and regression quantile estimates
- A revised simplex algorithm for the absolute deviation curve fitting problem
- A simulation study of l1:estimation of a seasonal moving average time series model
- Adjusted power estimates in monte carlo experiments
- Algorithm AS 132: Least Absolute Value Estimates for a Simple Linear Regression Problem
- Algorithms for unconstrained \(L_ 1\) simple linear regression
- An Efficient Algorithm for the MSAE and the MMAE Regression Problems
- An Improved Algorithm for Discrete l₁ Linear Approximation
- An example showing that a new technique for LAV estimation breaks down in certain cases
- Analytical and Bootstrap Approximations to Estimator Distributions in L 1 Regression
- Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
- Asymptotic Theory of Least Absolute Error Regression
- Asymptotic properties of the minimum sum of absolute errors estimators in a dose-response model
- Bootstrap Methods for Median Regression Models
- Bootstrap methods: another look at the jackknife
- Bootstrapping in least absolute value regression: an application to hypothesis testing
- Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes
- Coefficients of determination for least absolute deviation analysis
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
- Computational aspects of adaptive combination of least squares and least absolute deviations estimators
- Discussion of ``An example showing that a new technique for LAV estimation breaks down in certain cases
- Estimation and testing in least absolute value regression with serially correlated disturbances
- Extensions to a Best Subset Algorithm for Least Absolute Value Estimation
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Identification of outliers by means of \(L_{1}\) regression: Safe and unsafe configurations
- Inference procedures for the \(L_ 1\) regression
- Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).
- Interior Analysis for the Minimum Sum of Absolute Errors Regression
- L1for the simple linear regression model
- LAD regression for detecting outliers in response and explanatory variables
- LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
- LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
- Least Absolute Deviations Curve-Fitting
- Least Absolute Regression Revisited
- Least absolute deviation estimation for regression with ARMA errors
- Least absolute deviation estimation of stationary time series models
- Least absolute deviations estimation for the censored regression model
- Least absolute error estimation in the presence of serial correlation
- Least absolute value estimation in regression models: an annotated bibliography
- Least squares and least absolute deviation procedures in approximately linear models
- Least-absolute-deviations fits for generalized linear models
- Leverage and Breakdown in L 1 Regression
- Limiting distributions for \(L_1\) regression estimators under general conditions
- Linear Programming Techniques for Regression Analysis
- Linear programming and \(\ell _ 1\) regression: A geometric interpretation
- M Estimation of Multivariate Regressions
- Multivariate multiple linear regression based on the minimum sum of absolute errors criterion
- Nonparametric estimates of the nuisance parameter in the lad tests
- On Boscovich's estimator
- On a necessary condition for the consistency of the l1estimates in linear regression models
- On computing a best discrete \(L_ 1\) approximation using the method of vanishing Jacobians
- On convergence of LAD estimates in autoregression with infinite variance
- On l1regression coeficients
- On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models
- On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
- On the estimation of the variance of the median used in L1linear inference procedures
- On the rates of convergence of “minimum l1-norm” estimates in a partly linear model
- Optimal estimation of executive compensation by linear programming
- Permutation Tests for Least Absolute Deviation Regression
- Perturbation analysis for the minimum sum of absolute errors regression
- Regression Depth
- STRONG CONSISTENCY AND ASYMPTOTIC NORMALITY OF /1 ESTIMATES OF THE AUTOREGRESSIVE MOVING-AVERAGE MODEL
- Stability of L₁-norm regression under additional observations
- Strict Discrete Approximation in the L 1 and L ∞ Norms
- Strong consistency and exponential rate of the ``minimum \(L_ 1\)-norm estimates in linear regression models
- Studies in the history of probability and statistics XL Boscovich, Simpson and a 1760 manuscript note on fitting a linear relation
- Studies in the history of probability and statistics XLII. Further details of contacts between Boscovich and Simpson in June 1760
- Tail Behavior of Regression Estimators and their Breakdown Points
- Tests of Fit for the Laplace Distribution, with Applications
- Tests of Linear Hypotheses and Lav Estimation: A Monte Carlo Comparison
- Tests of Linear Hypotheses and l"1 Estimation
- Tests of linear hypotheses based on regression rank scores
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- 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
- The L 1 Method for Robust Nonparametric Regression
- The bias and skewness of \(L_ 1\)-estimates in regression
- The consistency of nonlinear regression minimizing the \(L_ 1-\)norm
- The consistency of the L1norm estimates in arma models
- The place of the \(L_ 1\)-norm in robust estimation
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Unbiased L1and L∞estimation
Cited in
(34)- Matrix recovery from nonconvex regularized least absolute deviations
- A new globally convergent algorithm for non-Lipschitz \(\ell_{p}-\ell_q\) minimization
- Penalized power approach to compare the power of the tests when Type I error probabilities are different
- Robust mixture multivariate linear regression by multivariate Laplace distribution
- Descending iterative hard thresholding: a robust approach to sparse recovery under heavy-tailed noise
- Adaptive iterative hard thresholding for least absolute deviation problems with sparsity constraints
- A new approach to select the best subset of predictors in linear regression modelling: bi-objective mixed integer linear programming
- Estimation in partial linear model with spline modal function
- Distributionally robust \(L_1\)-estimation in multiple linear regression
- An example showing that a new technique for LAV estimation breaks down in certain cases
- Penalized least absolute deviations estimation for nonlinear model with change-points
- Multiple criteria linear regression
- Estimating nonlinear regression with and without change-points by the LAD method
- Robustness in stochastic frontier analysis
- Generalized row-action methods for tomographic imaging
- Between moving least-squares and moving least-\(\ell_1\)
- Forecasting combination of hierarchical time series: a novel method with an application to CoVid-19
- An outlier detection and recovery method based on moving least squares quasi-interpolation scheme and \(\text{ł}_0\)-minimization problem
- Robust weighted LAD regression
- Estimating LAD Regression Coefficients with Best Subset Points
- Influence measures for L 1 regression: an analysis with the R package diagL1
- Least absolute value estimation in regression models: an annotated bibliography
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?
- Subset selection for multiple linear regression via optimization
- Homoscedasticity tests for L 1 regression and their performance evaluation through simulations
- diagL1
- Improving of the identification algorithm for a quasilinear recurrence equation
- Weighted LAD-Liu-LASSO for robust estimation and sparsity
- Iterative weighted LAD estimation with homoskedasticity testing using the Gini concentration index
- A robust multiquadric method for digital elevation model construction
- A modified moving least-squares suitable for scattered data fitting with outliers
- Robust piecewise linear L1-regression via nonsmooth DC optimization
- Robust mixture regression model fitting by Laplace distribution
- Penalty calculations and branching rules in a LAV best subset procedure
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