The following pages link to Algorithm 478 (Q41537):
Displayed 28 items.
- Quantile composite-based path modeling (Q111774) (← links)
- Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes (Q581249) (← links)
- Robust estimation of parameter for fractal inverse problem (Q623142) (← links)
- A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\) (Q789142) (← links)
- Algorithms for unconstrained \(L_ 1\) simple linear regression (Q804173) (← links)
- Up- and down-dating procedures for linear \(L_ 1\) regression (Q1056217) (← links)
- A fast algorithm for clusterwise linear absolute deviations regression (Q1093356) (← links)
- Algorithms for roundoff error analysis - a relative error approach (Q1132500) (← links)
- An algorithm for a least absolute value regression problem with bounds on the parameters (Q1145473) (← links)
- Computational experience with an algorithm for discrete \(L_ 1\) approximation (Q1151717) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics (Q1574221) (← links)
- Approximation in normed linear spaces (Q1587393) (← links)
- On spline estimators and prediction intervals in nonparametric regression. (Q1589489) (← links)
- 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 (Q1596137) (← links)
- A Monte Carlo comparison of several high breakdown and efficient estimators (Q1606483) (← links)
- Detecting and approximating fault lines from randomly scattered data (Q1776173) (← links)
- An interior point algorithm for nonlinear quantile regression (Q1915451) (← links)
- Signal recovery by discrete approximation and a Prony-like method (Q2012599) (← links)
- Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
- Flexible \(L\)-estimation in the linear model (Q2365199) (← links)
- A Frisch-Newton algorithm for sparse quantile regression (Q2508013) (← links)
- A note on recent proposals for computing \(l_ 1\) estimates (Q2563594) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Stock market's reaction to money supply: a nonparametric analysis (Q2687898) (← links)
- The reaction of stock market returns to unemployment (Q2691716) (← links)
- L p -methods for robust regression (Q4765879) (← links)
- Gauss–Newton Methods for Robust Parameter Estimation (Q4928945) (← links)