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

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

Roger W. Koenker, Gilbert W. jun. Bassett

Publication date: 10 November 1997

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

zbMATH Keywords

linear programming; least squares; least absolute value

Mathematics Subject Classification ID

62G05: Nonparametric estimation

90C90: Applications of mathematical programming

65C99: Probabilistic methods, stochastic differential equations

Related Items

Least absolute value regression: recent contributions, Preliminary estimators for robust non-linear regression estimation, An interior point algorithm for nonlinear quantile regression

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