Pages that link to "Item:Q5627546"
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The following pages link to On an algorithm for discrete nonlinear L1 approximation (Q5627546):
Displaying 19 items.
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- On computing a best discrete \(L_ 1\) approximation using the method of vanishing Jacobians (Q1096541) (← links)
- Dual methods for nonlinear best approximation problems (Q1134314) (← links)
- On the convergence of a class of nonlinear approximation methods (Q1169786) (← links)
- Discrete, linear approximation problems in polyhedral norms (Q1229548) (← links)
- Discrete, non-linear approximation problems in polyhedral norms (Q1232139) (← links)
- Approximation in normed linear spaces (Q1587393) (← links)
- Robust and efficient estimation with weighted composite quantile regression (Q1619607) (← links)
- On influence assessment for LAD regression (Q1771282) (← links)
- On solving three classes of nonlinear programming problems via simple differentiable penalty functions (Q1821693) (← links)
- Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study (Q1899235) (← links)
- An interior point algorithm for nonlinear quantile regression (Q1915451) (← links)
- An algorithm for the MSAE estimation of the multistage dose-response model (Q2563601) (← links)
- Huber approximation for the non-linear \(l_{1}\) problem (Q2572881) (← links)
- Correcting Data Corruption Errors for Multivariate Function Approximation (Q2818244) (← links)
- Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression (Q3339238) (← links)
- Nonlinear L<sub>P</sub>-norm estimation: part I - on the choice of the exponent, p, where the errors are additive (Q3685868) (← links)
- On conditions for optimality of the nonlinearl 1 problem (Q3877428) (← links)
- Preliminary estimators for robust non-linear regression estimation (Q4935481) (← links)
