On an algorithm for discrete nonlinear L1 approximation
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(20)- On computing a best discrete \(L_ 1\) approximation using the method of vanishing Jacobians
- Dual methods for nonlinear best approximation problems
- On the convergence of a class of nonlinear approximation methods
- Discrete, linear approximation problems in polyhedral norms
- Discrete, non-linear approximation problems in polyhedral norms
- Approximation in normed linear spaces
- Robust and efficient estimation with weighted composite quantile regression
- On influence assessment for LAD regression
- On solving three classes of nonlinear programming problems via simple differentiable penalty functions
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
- An interior point algorithm for nonlinear quantile regression
- An algorithm for the MSAE estimation of the multistage dose-response model
- Huber approximation for the non-linear \(l_{1}\) problem
- Correcting data corruption errors for multivariate function approximation
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
- Nonlinear LP-norm estimation: part I - on the choice of the exponent, p, where the errors are additive
- On conditions for optimality of the nonlinearl 1 problem
- Preliminary estimators for robust non-linear regression estimation
- Identification of corrupted data via k-means clustering for function approximation
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions
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