Asymptotic Theory of Least Absolute Error Regression

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Asymptotic distribution of least square estimators for linear models with dependent errors
Alternative methods of linear regression
Estimation of quantile density function based on regression quantiles
Consistency and asymptotic normality of least absolute value estimates
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
Climate change-related risks and bank stock returns
Semiparametric quantile regression with random censoring
Asymptotics ofL₁-Estimators in Moving Average Time Series Models
The \(L_1\) penalized LAD estimator for high dimensional linear regression
A p-subset property of \(L_ 1\) and regression quantile estimates
Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models
Influence of design on the rate of convergence to normality in L₁ regression
Quantile regression for longitudinal data with a working correlation model
Review of median stable distributions and Schröder's equation
Median bilinear models in presence of extreme values
Robust Lasso and its applications in healthcare data
Detecting invalid instruments using \(L_{1}\)-GMM
Estimation of multiple-regime regressions with least absolutes deviation
The goat in the city
L₁Estimation of the median of a survey population
Least absolute deviation support vector regression
Median regression from twice censored data
\(M\)-estimation of linear models with dependent errors
Variance estimates and hypothesis tests in least absolute value regression
Event count estimation
Inconsistency transmission and variance reduction in two-stage quantile regression
Robust sparse regression by modeling noise as a mixture of Gaussians
Matrix recovery from nonconvex regularized least absolute deviations
A comparison of some manova-type tests based on least distances
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
An investigation of the use of goal programming to fit response surfaces
WEIGHT LAD AND WEIGHT LAD RIDGE ESTIMATOR FOR SEEMINGLY UNRELATED REGRESSION MODELS
Asymptotics of the regression quantile basic solution under misspecification.
Limiting distributions for \(L_1\) regression estimators under general conditions
Huber approximation for the non-linear \(l_{1}\) problem
A Monte Carlo comparison of several high breakdown and efficient estimators
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
Robust error density estimation in ultrahigh dimensional sparse linear model
Coefficients of determinations for variable selection in the msae regression
Formulae for theL₀,L₁andL_∞Norms
Novel global harmony search algorithm for least absolute deviation
Are robust estimators truly robust in practice
Statistical inference for autoregressive models under heteroscedasticity of unknown form
Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
Correcting data corruption errors for multivariate function approximation
Asymptotics for L₁‐estimators of regression parameters under heteroscedasticityY
Penalized and constrained LAD estimation in fixed and high dimension
Bootstrap unit root test based on least absolute deviation estimation under dependence assumptions
Quantile regression when the covariates are functions
Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
Inferences in median regression models for asymmetric longitudinal data: a quasi-likelihood approach
Empirical likelihood inference for median regression models for censored survival data
L₁-estimation in linear models with heterogeneous white noise
Robust regression with high coverage.
On spline estimators and prediction intervals in nonparametric regression.
Bagging binary and quantile predictors for time series
Robust nonparametric regression based on deep ReLU neural networks
Nonstandard quantile-regression inference
LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
Coefficients of determination for least absolute deviation analysis
Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
An example showing that a new technique for LAV estimation breaks down in certain cases
Inference procedures for the \(L_ 1\) regression
Fuzzy Least-Absolutes Estimates in Linear Models
Linear programming and \(\ell _ 1\) regression: A geometric interpretation
Estimating the variance of the LAD regression coefficients.
Selection of dimension and basis for density estimation and selection of dimension, basis and error distribution for regression
Median Regression with Censored Cost Data
On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
Quantile regression in varying coefficient models.
Empirical likelihood inference for censored median regression model via nonparametric kernel estimation
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
On sign-based regression quantiles
Penalized least absolute deviations estimation for nonlinear model with change-points
Robust estimation in a nonlinear cointegration model
Median Stable Distributions
Upper and lower approximation models in interval regression using regression quantile techniques
Developing ridge estimation method for median regression
Quantity quantiles linear regression
Some contributions to M-estimation in linear models
Estimating regression parameters with imprecise input data in an appraisal context
A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
Convex sets in minimum-distance estimation
Robustness in stochastic frontier analysis
A note on recent proposals for computing \(l_ 1\) estimates
The catline for deep regression
Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression”
n\({}^ r\)-consistency of certain optimal estimators, \(0<r<1/2\)
Locating multiple interacting quantitative trait loci using robust model selection
Efficient quantile regression for heteroscedastic models
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Simple resampling methods for censored regression quantiles

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