A note on recent proposals for computing \(l_ 1\) estimates

DOI10.1016/0167-9473(92)90174-EzbMath0875.62149OpenAlexW2060452546MaRDI QIDQ2563594

Gilbert W. jun. Bassett, Roger W. Koenker

Publication date: 10 November 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(92)90174-e

zbMATH Keywords

linear programmingleast squaresleast absolute value

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of mathematical programming (90C90) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Robust and efficient estimation with weighted composite quantile regression ⋮ Simultaneous estimation of quantile curves using quantile sheets ⋮ An interior point algorithm for nonlinear quantile regression ⋮ Least absolute value regression: recent contributions ⋮ Preliminary estimators for robust non-linear regression estimation

Uses Software

• Algorithm 478

Cites Work

• A new polynomial-time algorithm for linear programming
• A new technique for curve fitting based on minimum absolute deviations
• A new algorithm for nonlinear \(L_ 1\)-norm minimization with nonlinear equality constraints
• An example showing that a new technique for LAV estimation breaks down in certain cases
• Discussion of ``An example showing that a new technique for LAV estimation breaks down in certain cases
• Linearly Constrained Discrete I ₁ Problems
• Asymptotic Theory of Least Absolute Error Regression
• An Iterative Technique for Absolute Deviations Curve Fitting

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