Asymptotic Theory of Least Absolute Error Regression

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Limiting distributions for \(L_1\) regression estimators under general conditions
Robust estimation in a nonlinear cointegration model
Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
Gini's multiple regressions: two approaches and their interaction
Linear programming and \(\ell _ 1\) regression: A geometric interpretation
Empirical likelihood inference for median regression models for censored survival data
Bagging binary and quantile predictors for time series
Specification tests of parametric dynamic conditional quantiles
\(L_1\)-estimation in linear models with heterogeneous white noise
Fuzzy Least-Absolutes Estimates in Linear Models
Asymptotics of the regression quantile basic solution under misspecification.
Asymptotic normality of p-norm estimators in multiple regression
Median Regression with Censored Cost Data
Asymptotic normality ofr-estimates in the linear model
Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models
The mean and median absolute deviations
Quantile regression for longitudinal data with a working correlation model
Asymptotic distribution of regression M-estimators
Robust estimation based on grouped-adjusted data in linear regression models
Asymptotic distribution of least square estimators for linear models with dependent errors
Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean?
Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008)
Median regression from twice censored data
Semiparametric quantile regression with random censoring
On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
Least absolute error estimation in the presence of serial correlation
Quantity quantiles linear regression
On the estimation of the variance of the median used in L₁linear inference procedures
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Detecting invalid instruments using \(L_{1}\)-GMM
Linear quantile mixed models
n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\)
Convex sets in minimum-distance estimation
Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
The \(L_1\) penalized LAD estimator for high dimensional linear regression
On \(M\)-estimators and normal quantiles.
On linear models with long memory and heavy-tailed errors
Some contributions to M-estimation in linear models
A p-subset property of \(L_ 1\) and regression quantile estimates
Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
Simple resampling methods for censored regression quantiles
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
Locating multiple interacting quantitative trait loci using robust model selection
Efficient quantile regression for heteroscedastic models
On spline estimators and prediction intervals in nonparametric regression.
Median regression analysis from data with left and right censored observations
Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
Alternative methods of linear regression
Nonstandard quantile-regression inference
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
Quantile regression when the covariates are functions
Coefficients of determination for least absolute deviation analysis
\(M\)-estimation of linear models with dependent errors
Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
A simple algorithm to incorporate transactions costs in quadratic optimization
Estimating regression parameters with imprecise input data in an appraisal context
The catline for deep regression
Estimation of multiple-regime regressions with least absolutes deviation
Coefficients of determinations for variable selection in the msae regression
Estimation of quantile density function based on regression quantiles
Penalized least absolute deviations estimation for nonlinear model with change-points
Quantile regression in varying coefficient models.
The quantilogram: with an application to evaluating directional predictability
Upper and lower approximation models in interval regression using regression quantile techniques
The relationship between the absolute deviation from a quantile and Gini's mean difference
Empirical likelihood inference for censored median regression with weighted empirical hazard functions
Least absolute value regression: recent contributions
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Robust error density estimation in ultrahigh dimensional sparse linear model
Asymptotic theory of least distances estimate in multivariate linear models
Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
The goat in the city
Review of median stable distributions and Schröder's equation
Robust nonparametric regression based on deep ReLU neural networks
Penalized and constrained LAD estimation in fixed and high dimension
Consistency and asymptotic normality of least absolute value estimates
Dynamic Network Quantile Regression Model
L₁Estimation of the median of a survey population
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
Matrix recovery from nonconvex regularized least absolute deviations
Huber approximation for the non-linear \(l_{1}\) problem
Robustness in stochastic frontier analysis
Robust estimation with flexible parametric distributions: estimation of utility stock betas
Median Stable Distributions
Empirical Likelihood Method for Censored Median Regression Models
Multivariate multiple linear regression based on the minimum sum of absolute errors criterion
Formulae for theL₀,L₁andL_∞Norms
Correcting data corruption errors for multivariate function approximation
Event count estimation
Robust Lasso and its applications in healthcare data
WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS
A randomized algorithm for multivariate function approximation
Inconsistency transmission and variance reduction in two-stage quantile regression
Developing ridge estimation method for median regression
Robust sparse regression by modeling noise as a mixture of Gaussians
Asymptotics ofL₁-Estimators in Moving Average Time Series Models
Robust regression with high coverage.
A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS

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