Asymptotic Theory of Least Absolute Error Regression
From MaRDI portal
Publication:4172804
DOI10.2307/2286611zbMath0391.62046OpenAlexW4230865130MaRDI QIDQ4172804
Gilbert Jun. Bassett, Roger W. Koenker
Publication date: 1978
Full work available at URL: https://doi.org/10.2307/2286611
Related Items
Median Stable Distributions, Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression, Variance estimates and hypothesis tests in least absolute value regression, Event count estimation, Empirical Likelihood Method for Censored Median Regression Models, Inconsistency transmission and variance reduction in two-stage quantile regression, On The Least Absolute Deviations Method for Ridge Estimation of Sure Models, Developing ridge estimation method for median regression, Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions, Asymptotic distribution of least square estimators for linear models with dependent errors, Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”, Quantile regression when the covariates are functions, LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS, NONSTANDARD QUANTILE-REGRESSION INFERENCE, Fuzzy Least-Absolutes Estimates in Linear Models, Asymptotic distribution of regression M-estimators, On sign-based regression quantiles, Efficient quantile regression for heteroscedastic models, WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS, Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors, A Randomized Algorithm for Multivariate Function Approximation, Multivariate multiple linear regression based on the minimum sum of absolute errors criterion, Penalized and constrained LAD estimation in fixed and high dimension, Robust sparse regression by modeling noise as a mixture of gaussians, Median regression from twice censored data, Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries, Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach, The quantilogram: with an application to evaluating directional predictability, Asymptotics of the regression quantile basic solution under misspecification., Bagging binary and quantile predictors for time series, Formulae for theL0,L1andL∞Norms, Coefficients of determination for least absolute deviation analysis, A simple algorithm to incorporate transactions costs in quadratic optimization, Estimation of quantile density function based on regression quantiles, On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators, Influence of design on the rate of convergence to normality in L1 regression, Robust estimation in a nonlinear cointegration model, An example showing that a new technique for LAV estimation breaks down in certain cases, Inference procedures for the \(L_ 1\) regression, Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator, Coefficients of determinations for variable selection in the msae regression, Robust error density estimation in ultrahigh dimensional sparse linear model, Estimating regression parameters with imprecise input data in an appraisal context, Asymptotic theory of least distances estimate in multivariate linear models, Unnamed Item, Estimating the variance of the LAD regression coefficients., The \(L_1\) penalized LAD estimator for high dimensional linear regression, An investigation of the use of goal programming to fit response surfaces, On linear models with long memory and heavy-tailed errors, Detecting invalid instruments using \(L_{1}\)-GMM, Robustness of least distances estimate in ultivariate linear models, Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo, Empirical likelihood inference for median regression models for censored survival data, Convex sets in minimum-distance estimation, Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?, Least absolute error estimation in the presence of serial correlation, Climate change-related risks and bank stock returns, Robust estimation based on grouped-adjusted data in linear regression models, Penalized least absolute deviations estimation for nonlinear model with change-points, Robust regression with high coverage., Gini's multiple regressions: two approaches and their interaction, Least absolute deviation support vector regression, Quantile regression in varying coefficient models., Bootstrap tests for unit roots based on LAD estimation, On \(M\)-estimators and normal quantiles., Asymptotic normality ofr-estimates in the linear model, The relationship between the absolute deviation from a quantile and Gini's mean difference, Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models, Robust estimation with flexible parametric distributions: estimation of utility stock betas, Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model, Unnamed Item, One-step R-estimation in linear models with stable errors, Quantile regression for longitudinal data with a working correlation model, A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS, Empirical likelihood inference for censored median regression model via nonparametric kernel estimation, Least absolute value regression: recent contributions, Asymptotic normality of p-norm estimators in multiple regression, Linear quantile mixed models, Median regression analysis from data with left and right censored observations, Linear programming and \(\ell _ 1\) regression: A geometric interpretation, Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY, \(M\)-estimation of linear models with dependent errors, Statistical inference for autoregressive models under heteroscedasticity of unknown form, Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics, Quantity quantiles linear regression, Specification tests of parametric dynamic conditional quantiles, Median Regression with Censored Cost Data, Limiting distributions for \(L_1\) regression estimators under general conditions, \(L_1\)-estimation in linear models with heterogeneous white noise, Asymptotics ofL1-Estimators in Moving Average Time Series Models, n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\), Semiparametric quantile regression with random censoring, Correcting Data Corruption Errors for Multivariate Function Approximation, Empirical likelihood inference for censored median regression with weighted empirical hazard functions, The catline for deep regression, Locating multiple interacting quantitative trait loci using robust model selection, A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations, Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008), Goal programming models and their duality relations for use in evaluating security portfolio and regression relations, On the estimation of the variance of the median used in L1linear inference procedures, Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics, A note on recent proposals for computing \(l_ 1\) estimates, \(L_{1}\) regression estimate and its bootstrap, Some contributions to M-estimation in linear models, Review of median stable distributions and Schröder's equation, Simple resampling methods for censored regression quantiles, Robust Lasso and its applications in healthcare data, Estimation of multiple-regime regressions with least absolutes deviation, Huber approximation for the non-linear \(l_{1}\) problem, Novel global harmony search algorithm for least absolute deviation, On spline estimators and prediction intervals in nonparametric regression., The goat in the city, L1Estimation of the median of a survey population, Consistency and asymptotic normality of least absolute value estimates, A comparison of some manova-type tests based on least distances, A p-subset property of \(L_ 1\) and regression quantile estimates, The mean and median absolute deviations, A Monte Carlo comparison of several high breakdown and efficient estimators, Alternative methods of linear regression, Upper and lower approximation models in interval regression using regression quantile techniques, Low rank matrix recovery with adversarial sparse noise*
