Asymptotic Theory of Least Absolute Error Regression

Cited in

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Empirical likelihood inference for censored median regression with weighted empirical hazard functions
Locating multiple interacting quantitative trait loci using robust model selection
Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008)
\(L_{1}\) regression estimate and its bootstrap
Consistency and asymptotic normality of least absolute value estimates
Coefficients of determination for least absolute deviation analysis
On the asymptotic distributional risk properties of pre-test and shrinkage \(L_ 1\)-estimators
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Linear quantile mixed models
Estimating the variance of the LAD regression coefficients.
The catline for deep regression
Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
Estimation of multiple-regime regressions with least absolutes deviation
Multivariate multiple linear regression based on the minimum sum of absolute errors criterion
Stochastic frontier production analysis: Measuring performance of public telecommunications in 24 OECD countries
A simple algorithm to incorporate transactions costs in quadratic optimization
An investigation of the use of goal programming to fit response surfaces
Empirical likelihood inference for median regression models for censored survival data
Robust regression with high coverage.
Quantile regression in varying coefficient models.
On M-estimators and normal quantiles.
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
Some contributions to M-estimation in linear models
On spline estimators and prediction intervals in nonparametric regression.
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
Least absolute deviation support vector regression
Limiting distributions for \(L_1\) regression estimators under general conditions
L₁-estimation in linear models with heterogeneous white noise
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Simple resampling methods for censored regression quantiles
Estimation of quantile density function based on regression quantiles
An example showing that a new technique for LAV estimation breaks down in certain cases
Inference procedures for the \(L_ 1\) regression
Detecting invalid instruments using \(L_{1}\)-GMM
Bootstrap tests for unit roots based on LAD estimation
Robust Lasso and its applications in healthcare data
The goat in the city
Penalized and constrained LAD estimation in fixed and high dimension
Robust error density estimation in ultrahigh dimensional sparse linear model
Statistical inference for autoregressive models under heteroscedasticity of unknown form
Semiparametric quantile regression with random censoring
Review of median stable distributions and Schröder's equation
Novel global harmony search algorithm for least absolute deviation
Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models
Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics
A note on recent proposals for computing \(l_ 1\) estimates
Huber approximation for the non-linear \(l_{1}\) problem
Climate change-related risks and bank stock returns
Are robust estimators truly robust in practice
Correcting data corruption errors for multivariate function approximation
Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
The quantilogram: with an application to evaluating directional predictability
Bagging binary and quantile predictors for time series
A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
Asymptotic normality of p-norm estimators in multiple regression
Median Regression with Censored Cost Data
Asymptotic theory of least distances estimate in multivariate linear models
L₁Estimation of the median of a survey population
Robust estimation with flexible parametric distributions: estimation of utility stock betas
Convex sets in minimum-distance estimation
Asymptotic normality ofr-estimates in the linear model
The L₁ penalized LAD estimator for high dimensional linear regression
Influence of design on the rate of convergence to normality in L₁ regression
A comparison of some manova-type tests based on least distances
Formulae for theL₀,L₁andL_∞Norms
Robustness of least distances estimate in ultivariate linear models
Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
Asymptotics ofL₁-Estimators in Moving Average Time Series Models
Penalized least absolute deviations estimation for nonlinear model with change-points
Coefficients of determinations for variable selection in the msae regression
Least absolute value regression: recent contributions
On the estimation of the variance of the median used in L₁linear inference procedures
The relationship between the absolute deviation from a quantile and Gini's mean difference
Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
Low rank matrix recovery with adversarial sparse noise
Robust sparse regression by modeling noise as a mixture of Gaussians
Median bilinear models in presence of extreme values
Event count estimation
Inconsistency transmission and variance reduction in two-stage quantile regression
Developing ridge estimation method for median regression
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
On sign-based regression quantiles
Efficient quantile regression for heteroscedastic models
WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS
A randomized algorithm for multivariate function approximation
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
Empirical Likelihood Method for Censored Median Regression Models
Asymptotic distribution of least square estimators for linear models with dependent errors
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
Nonstandard quantile-regression inference
Fuzzy Least-Absolutes Estimates in Linear Models
Quantile regression when the covariates are functions
Linear programming and \(\ell _ 1\) regression: A geometric interpretation

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