A p-subset property of L_ 1 and regression quantile estimates
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Publication:804175
DOI10.1016/0167-9473(88)90008-4zbMATH Open0726.62103OpenAlexW1977034627WikidataQ128113111 ScholiaQ128113111MaRDI QIDQ804175FDOQ804175
Publication date: 1988
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(88)90008-4
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Cites Work
- Regression Quantiles
- Jackknife, bootstrap and other resampling methods in regression analysis
- Least Median of Squares Regression
- Title not available (Why is that?)
- Trimmed Least Squares Estimation in the Linear Model
- Asymptotic Theory of Least Absolute Error Regression
- Influential observations, high leverage points, and outliers in linear regression
- L-Estimation for Linear Models
- The trimmed mean in the linear model
- Masking unmasked
- Title not available (Why is that?)
Cited In (3)
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