Cited in
(38)- Scalable estimation and inference for censored quantile regression process
- A fast algorithm for clusterwise linear absolute deviations regression
- A Monte Carlo comparison of several high breakdown and efficient estimators
- Approximation in normed linear spaces
- On spline estimators and prediction intervals in nonparametric regression.
- Signal recovery by discrete approximation and a Prony-like method
- Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes
- Algorithms for roundoff error analysis - a relative error approach
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- An interior point algorithm for nonlinear quantile regression
- An algorithm for a least absolute value regression problem with bounds on the parameters
- Computational experience with an algorithm for discrete \(L_ 1\) approximation
- Flexible \(L\)-estimation in the linear model
- Stock market's reaction to money supply: a nonparametric analysis
- A note on recent proposals for computing \(l_ 1\) estimates
- Smoothed quantile regression with large-scale inference
- SPARSEM
- COBS
- AS 132
- LVPLS
- AS 229
- Algorithm 551
- Algorithm 564
- iqreg
- cbsem
- conquer
- Robust estimation of parameter for fractal inverse problem
- The reaction of stock market returns to unemployment
- Detecting and approximating fault lines from randomly scattered data
- L p -methods for robust regression
- A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\)
- Up- and down-dating procedures for linear \(L_ 1\) regression
- Quantile composite-based path modeling
- Gauss–Newton Methods for Robust Parameter Estimation
- Algorithms for unconstrained \(L_ 1\) simple linear regression
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Estimation of multiple-regime regressions with least absolutes deviation
- A Frisch-Newton algorithm for sparse quantile regression
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