Asymptotic Theory of Least Absolute Error Regression

Cited In (only showing first 100 items - show all)

Median regression from twice censored data
\(M\)-estimation of linear models with dependent errors
On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
Limiting distributions for \(L_1\) regression estimators under general conditions
Asymptotics of the regression quantile basic solution under misspecification.
Median regression analysis from data with left and right censored observations
A simple algorithm to incorporate transactions costs in quadratic optimization
Empirical likelihood inference for censored median regression with weighted empirical hazard functions
On linear models with long memory and heavy-tailed errors
Coefficients of determinations for variable selection in the msae regression
Robust error density estimation in ultrahigh dimensional sparse linear model
Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
Quantile regression when the covariates are functions
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Empirical likelihood inference for median regression models for censored survival data
\(L_1\)-estimation in linear models with heterogeneous white noise
Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
On spline estimators and prediction intervals in nonparametric regression.
Fuzzy Least-Absolutes Estimates in Linear Models
Bagging binary and quantile predictors for time series
Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
Coefficients of determination for least absolute deviation analysis
Linear programming and \(\ell _ 1\) regression: A geometric interpretation
Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
Median Regression with Censored Cost Data
Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
Quantile regression in varying coefficient models.
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Penalized least absolute deviations estimation for nonlinear model with change-points
Upper and lower approximation models in interval regression using regression quantile techniques
Robust estimation in a nonlinear cointegration model
Quantity quantiles linear regression
Convex sets in minimum-distance estimation
Some contributions to M-estimation in linear models
Estimating regression parameters with imprecise input data in an appraisal context
The catline for deep regression
n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\)
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
Simple resampling methods for censored regression quantiles
Asymptotic distribution of regression M-estimators
Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008)
Linear quantile mixed models
Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
The quantilogram: with an application to evaluating directional predictability
The relationship between the absolute deviation from a quantile and Gini's mean difference
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
Asymptotic theory of least distances estimate in multivariate linear models
Gini's multiple regressions: two approaches and their interaction
Rank-based testing in linear models with stable errors
Asymptotic normality of p-norm estimators in multiple regression
Robust estimation based on grouped-adjusted data in linear regression models
Asymptotic distribution of least square estimators for linear models with dependent errors
On \(M\)-estimators and normal quantiles.
Alternative methods of linear regression
Estimation of quantile density function based on regression quantiles
The mean and median absolute deviations
On the estimation of the variance of the median used in L₁linear inference procedures
Least absolute value regression: recent contributions
Asymptotic normality ofr-estimates in the linear model
Specification tests of parametric dynamic conditional quantiles
Semiparametric quantile regression with random censoring
Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models
The \(L_1\) penalized LAD estimator for high dimensional linear regression
A p-subset property of \(L_ 1\) and regression quantile estimates
Quantile regression for longitudinal data with a working correlation model
Detecting invalid instruments using \(L_{1}\)-GMM
Estimation of multiple-regime regressions with least absolutes deviation
NONSTANDARD QUANTILE-REGRESSION INFERENCE
Matrix recovery from nonconvex regularized least absolute deviations
Event count estimation
Inconsistency transmission and variance reduction in two-stage quantile regression
A comparison of some manova-type tests based on least distances
WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS
An investigation of the use of goal programming to fit response surfaces
Huber approximation for the non-linear \(l_{1}\) problem
A Monte Carlo comparison of several high breakdown and efficient estimators
Low rank matrix recovery with adversarial sparse noise*
Formulae for theL₀,L₁andL_∞Norms
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Novel global harmony search algorithm for least absolute deviation
Are robust estimators truly robust in practice
A Randomized Algorithm for Multivariate Function Approximation
Statistical inference for autoregressive models under heteroscedasticity of unknown form
Correcting data corruption errors for multivariate function approximation
Penalized and constrained LAD estimation in fixed and high dimension
Robust nonparametric regression based on deep ReLU neural networks
Robust regression with high coverage.
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
An example showing that a new technique for LAV estimation breaks down in certain cases
Inference procedures for the \(L_ 1\) regression
Estimating the variance of the LAD regression coefficients.
On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
On sign-based regression quantiles
Median Stable Distributions
Developing ridge estimation method for median regression
Robustness in stochastic frontier analysis

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