zbMath0536.62049MaRDI QIDQ3321260
Peter Bloomfield, William Steiger
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sign tests for long-memory time series,
SEQUENTIAL EXTRACTION OF FUZZY REGRESSION MODELS: LEAST SQUARES AND LEAST ABSOLUTE DEVIATIONS,
Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries,
Censored regression quantiles,
Least absolute deviation estimation of stationary time series models,
The quantilogram: with an application to evaluating directional predictability,
Construction of aggregation functions from data using linear programming,
Stable high-order cubature formulas for experimental data,
On the convergence of Newton's method when estimating higher dimensional parameters,
A simple algorithm to incorporate transactions costs in quadratic optimization,
Choosing the best set of variables in regression analysis using integer programming,
The place of the \(L_ 1\)-norm in robust estimation,
Bahadur-Kiefer representations for GM-estimators in autoregression models,
LOWLAD: A locally weighted \(L_ 1\) smoothing spline algorithm with cross validated choice of smoothing parameters,
Fast \(l_ p\) solution of large, sparse, linear systems: Application to seismic travel time tomography,
A method for simultaneous variable selection and outlier identification in linear regression,
Compressed history matching: Exploiting transform-domain sparsity for regularization of nonlinear dynamic data integration problems,
On the asymptotic performance of median smoothers in image analysis and nonparametric regression,
A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs,
Test for conditional quantile change in GARCH models,
A generalized linear classification model with a smooth link function and predictors obtained from quantile spline fits to high-dimensional data,
Shape-preserving approximation of multiscale univariate data by cubic \(L_1\) spline fits,
Robust prediction intervals in a regression setting,
Least-modules estimates for spatial autoregression coefficients,
Strong representations for LAD estimators in linear models,
Nonoscillatory solution of the steady-state inviscid Burgers' equation by mathematical programming,
Safe feature screening rules for the regularized Huber regression,
The moving blocks bootstrap and robust inference for linear least squares and quantile regressions,
The breakdown value of the \(L_1\) estimator in contingency tables,
On necessary conditions for the weak consistency of minimum \(L_1\)-norm estimates in linear models,
Rates of convergence of \(L_p\)-estimators for a density with an infinity cusp,
The convergence of three \(L_{1}\) spline methods for scattered data interpolation and fitting,
Estimating the variance of the LAD regression coefficients.,
On the robustness of two alternatives to least squares: A Monte Carlo study,
Laplace random effects models for interlaboratory studies,
Approaches to learning strictly-stable weights for data with missing values,
Exact optimization for the \(\ell ^{1}\)-compressive sensing problem using a modified Dantzig-Wolfe method,
Proximity algorithms for the L1/TV image denoising model,
Searching for a best least absolute deviations solution of an overdetermined system of linear equations motivated by searching for a best least absolute deviations hyperplane on the basis of given data,
Least absolute error estimation in the presence of serial correlation,
The Moreau envelope approach for the L1/TV image denoising model,
Levels of nonoptimality of the Weiszfeld algorithm in the least-modules method,
Rank correlation estimators and their limiting distributions,
Least absolute deviation support vector regression,
Least absolute deviations problem for the Michaelis-Menten function,
Instability of least squares, least absolute deviation and least median of squares linear regression. (With a comment and a rejoinder).,
Kernel methods in machine learning,
Bootstrap tests for unit roots based on LAD estimation,
Global nonparametric estimation of conditional quantile functions and their derivatives,
A numerical approach to \(2k+e\) nonlinear equations with only \(k\) nonlinear variables,
M-estimation for autoregression with infinite variance,
A convergent algorithm for quantile regression with smoothing splines,
Comparison of efficiency of estimates by the methods of least absolute deviations and least squares in the autoregression model with random coefficient,
A unique estimate of linear regression function by least-absolute-deviations method,
Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables,
Harnessing inequality,
Partial possibilistic regression path modeling: handling uncertainty in path modeling,
The \(\ell_1\) solution of linear inequalities,
Sparse approximate reconstruction decomposed by two optimization problems,
Properties of fuzzy transform obtained from \(L_p\) minimization and a connection with Zadeh's extension principle,
Estimating errors in pins inertial sensor readings with \(l_{1}\)-approximation,
Signal recovery by discrete approximation and a Prony-like method,
Loss and retention of accuracy in affine scaling methods,
The distance between two convex sets,
A robust periodogram for high-resolution spectral analysis,
An \(\epsilon\)-median polish algorithm,
A Compressive Sensing Based Analysis of Anomalies in Generalized Linear Models,
\(M\)-estimation of linear models with dependent errors,
Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics,
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es,
Three points method for searching the best least absolute deviations plane,
Sensitivity analysis of constrained linear \(L_1\) regression: Perturbations to constraints, addition and deletion of observations,
Limiting distributions for \(L_1\) regression estimators under general conditions,
Form error evaluation using \(L_1\)-approximation,
Another look at linear programming for feature selection via methods of regularization,
\(L_1\)-estimation in linear models with heterogeneous white noise,
An iterative algorithm for \(l_1\)-norm approximation in dynamic estimation problems,
n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\),
Correcting Data Corruption Errors for Multivariate Function Approximation,
L\({}_ 1\)-norm based fuzzy clustering,
Mean squared error properties of kernel estimates of regression quantiles,
Trimmed slope estimates for simple linear regression,
On median polish and \(L_ 1\) estimators,
Calculation of shocked one-dimensional flows on abruptly changing grids by mathematical programming,
\(L_{1}\) regression estimate and its bootstrap,
Some contributions to M-estimation in linear models,
A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\),
Approximation in normed linear spaces,
Multiobjective fuzzy regression with central tendency and possibilistic properties,
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,
Algorithms for unconstrained \(L_ 1\) simple linear regression,
Least orthogonal absolute deviations,
The mean and median absolute deviations,
An \(L_ 1\) smoothing spline algorithm with cross validation,
On a discrete Kolmogorov criterion,
A modified Newton projection method for \(\ell _1\)-regularized least squares image deblurring,
An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.,
On multivariate quantile regression,
On \(l_ p\)-approximate solutions of linear equations,
A survey of fuzzy clustering,
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry,
Monitoring parameter change for time series models with application to location-Scale heteroscedastic models,
WLAD-LASSO method for robust estimation and variable selection in partially linear models,
A Gini Autocovariance Function for Time Series Modelling,
A Comparison of Partially Adaptive and Reweighted Least Squares Estimation,
Gaussian Scale Mixture Models for Robust Linear Multivariate Regression with Missing Data,
The consistency of the L1norm estimates in arma models,
Computation of efficient solutions of discretely distributed stochastic optimization problems,
Polya properties in,
Robustness of least distances estimate in ultivariate linear models,
Sparse identification of dynamical systems by reweighted \(l_1\)-regularized least absolute deviation regression,
Improving of the identification algorithm for a quasilinear recurrence equation,
Conditional quantile change test for time series based on support vector regression,
Deep support vector quantile regression with non-crossing constraints,
Test for conditional quantile change in general conditional heteroscedastic time series models,
WeightedL1-estimates for a VAR(p) time series model,
L1-estimation for spatial nonparametric regression,
Asymmetric least squares regression estimation: A nonparametric approach∗,
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions,
Entwicklung unternehmenseigener sterbetafeln,
PARAMETRIC IDENTIFICATION OF QUASILINEAR DIFFERENCE EQUATION,
Cluster Detection in the Noisy Environment by Using the Modified EM Algorithm,
Strong consistency of M-estimates in linear models,
A MAXIMAL PREDICTABILITY PORTFOLIO USING DYNAMIC FACTOR SELECTION STRATEGY,
Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines,
Complexity of penalized likelihood estimation,
Monte carlo comparison of estimation methods for additive two-way tables,
Asymptotic distribution of regression M-estimators,
Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY,
Statistical and computational tradeoff in genetic algorithm-based estimation,
Asymptotics ofL1-Estimators in Moving Average Time Series Models,
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Robust regression for highly corrupted response by shifting outliers,
THE BEST LEAST ABSOLUTE DEVIATIONS LINE – PROPERTIES AND TWO EFFICIENT METHODS FOR ITS DERIVATION,
AK-fold averaging cross-validation procedure,
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors,
Modified check loss for efficient estimation via model selection in quantile regression,
Local Linear Estimation for Spatiotemporal Models Based on Least Absolute Deviation,
A Randomized Algorithm for Multivariate Function Approximation,
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