-
1
-
-
0042698755
-
Least absolute value estimation in regression models: An annotated bibliography
-
Dielman, T.E., 1984, Least absolute value estimation in regression models: An annotated bibliography. Communications in Statistics - Theory and Methods, 4, 513-541.
-
(1984)
Communications in Statistics - Theory and Methods
, vol.4
, pp. 513-541
-
-
Dielman, T.E.1
-
3
-
-
0002392043
-
The minimum sum of absolute errors regression
-
Narula, S.C., 1987, The minimum sum of absolute errors regression. Journal of Quality Technology, 19,37-45.
-
(1987)
Journal of Quality Technology
, vol.19
, pp. 37-45
-
-
Narula, S.C.1
-
4
-
-
27844502352
-
A report on least absolute deviation regression with ordinary linear programing
-
Pynnönen, S. and Salmi, T., 1994, A report on least absolute deviation regression with ordinary linear programing. Liiketaloudellinen Aikakauskirja, 43, 36-49.
-
(1994)
Liiketaloudellinen Aikakauskirja
, vol.43
, pp. 36-49
-
-
Pynnönen, S.1
Salmi, T.2
-
6
-
-
0003690415
-
-
Boston: Birkhäuser
-
Bloomfield, P. and Steiger, W., 1983, Least Absolute Deviations: Theory, Applications, and Algorithms (Boston: Birkhäuser).
-
(1983)
Least Absolute Deviations: Theory, Applications, and Algorithms
-
-
Bloomfield, P.1
Steiger, W.2
-
10
-
-
0012513834
-
De litteraria expeditione per pontificiam ditioned, et synopsis amplioris operis, ac habentur pluraejus ex exemplaria etiam sensorum impressa
-
Boscovich, RJ., 1757, De litteraria expeditione per pontificiam ditioned, et synopsis amplioris operis, ac habentur pluraejus ex exemplaria etiam sensorum impressa. Bononiensi Scientiarum et Artum Instituto Atque Academia Commentarii, 4, 353-396.
-
(1757)
Bononiensi Scientiarum et Artum Instituto Atque Academia Commentarii
, vol.4
, pp. 353-396
-
-
Boscovich, R.J.1
-
11
-
-
27844515876
-
De recentissimis graduum dimensionibus, et figura, ac magnitudine terrae inde derivanda
-
Boscovich, RJ., 1760, De recentissimis graduum dimensionibus, et figura, ac magnitudine terrae inde derivanda. Philosophiae Recentioris, a Benedicto Stay inRomano Archigynasis Publico Eloquentare Professors, vesibus traditae, Libri X, cum adnotianibus et Supplementis P. Rogeiii Joseph Boscovich, S. J., 2, 406-426.
-
(1760)
Philosophiae Recentioris, A Benedicto Stay InRomano Archigynasis Publico Eloquentare Professors, Vesibus Traditae, Libri X, Cum Adnotianibus et Supplementis P. Rogeiii Joseph Boscovich, S. J.
, vol.2
, pp. 406-426
-
-
Boscovich, R.J.1
-
13
-
-
0010190718
-
-
trans. Davis, C. H. Little, Brown, Boston. Reprinted, (New York: Dover)
-
Translated, 1857, as Theory of Motion of the Heavenly Bodies Moving about the Sun in Conic Sections, trans. Davis, C. H. Little, Brown, Boston. Reprinted, 1963 (New York: Dover).
-
(1857)
Theory of Motion of the Heavenly Bodies Moving about the Sun in Conic Sections
-
-
-
14
-
-
3643062166
-
-
Commentationes Societatis Regiae Scientiarum Gottingensis Recentiores, German summary, Gottingische Gelehrte Anzeigen
-
Gauss, C.R, 1823, Theoria Combination's Observationum Erroribus Minimus Obnoxiae. Commentationes Societatis Regiae Scientiarum Gottingensis Recentiores, 5; German summary, Gottingische Gelehrte Anzeigen (1821), 321-327
-
(1821)
Theoria Combination's Observationum Erroribus Minimus Obnoxiae
, vol.5
, pp. 321-327
-
-
Gauss, C.R.1
-
16
-
-
84952565585
-
-
Commentationes Societatis Regine Scientiamm Gottingensis Recentiores, German summary, Gottingische Gelehrte Anzeigen
-
Gauss, C.R, 1828, Supplementum Theoriae Combinationis Observationum Erroribus Minimis Obnoxiae. Commentationes Societatis Regine Scientiamm Gottingensis Recentiores, 6, German summary, Gottingische Gelehrte Anzeigen (1826), 1521-1527.
-
(1826)
Supplementum Theoriae Combinationis Observationum Erroribus Minimis Obnoxiae
, vol.6
, pp. 1521-1527
-
-
Gauss, C.R.1
-
18
-
-
0345765668
-
-
Reprinted. Gauthier-Villars, Paris
-
Reprinted as Oeuvres Complete de Laplace, 7. Gauthier-Villars, Paris, 1847.
-
(1847)
Oeuvres Complete de Laplace
, vol.7
-
-
-
19
-
-
0042397134
-
4 estimation procedures: 1793-1930
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1-norm and Related Methods (Amsterdam: North-Holland), pp. 37-63.
-
(1987)
1-Norm and Related Methods
, pp. 37-63
-
-
Parebrother, R.W.1
-
20
-
-
0042396227
-
Studies in the history of probability and statistics XLII: Further details of contacts between Boscovich and Simpson in June 1760
-
Parebrother, R.W., 1990, Studies in the history of probability and statistics XLII: Further details of contacts between Boscovich and Simpson in June 1760. Biometrika, 77, 397-400.
-
(1990)
Biometrika
, vol.77
, pp. 397-400
-
-
Parebrother, R.W.1
-
21
-
-
0042396212
-
Boscovich's method for correcting discordant observations
-
Bursill-Hall, P. (Ed.), (Rome: Instituto della Encyclopedia Italiana)
-
Farebrother, R.W., 1993, Boscovich's method for correcting discordant observations. In: Bursill-Hall, P. (Ed.), R. J. Boscovich: His Life and Scientific Work (Rome: Instituto della Encyclopedia Italiana), pp. 255-261.
-
(1993)
R. J. Boscovich: His Life and Scientific Work
, pp. 255-261
-
-
Farebrother, R.W.1
-
23
-
-
0346983830
-
Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
-
Koenker, R., 2000, Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics. Journal of Econometrics, 95, 347-374.
-
(2000)
Journal of Econometrics
, vol.95
, pp. 347-374
-
-
Koenker, R.1
-
24
-
-
0346817885
-
Applications to wage statistics and other groups
-
Bowley, A.L., 1902, Applications to wage statistics and other groups. Journal of the Royal Statistical Society, 65,331-342.
-
(1902)
Journal of the Royal Statistical Society
, vol.65
, pp. 331-342
-
-
Bowley, A.L.1
-
25
-
-
1542742913
-
Regression depth
-
Rousseeuw, P. and Hubert, M., 1998, Regression depth. Journal of the American Statistical Association, 94, 388-402.
-
(1998)
Journal of the American Statistical Association
, vol.94
, pp. 388-402
-
-
Rousseeuw, P.1
Hubert, M.2
-
26
-
-
0347136839
-
La Résolution des problèmes de programme linéaire par la méthode du potential logarithmique
-
Frisch, R., 1956, La Résolution des problèmes de programme linéaire par la méthode du potential logarithmique. Cahiers duy Séminaire d'Econometrie, 4, 7-20.
-
(1956)
Cahiers Duy Séminaire D'Econometrie
, vol.4
, pp. 7-20
-
-
Frisch, R.1
-
28
-
-
0010926371
-
Studies in the history of probability and statistics XL: Boscovich, Simpson and a 1760 manuscript note on fitting a linear relation
-
Stigler, S.M., 1984, Studies in the history of probability and statistics XL: Boscovich, Simpson and a 1760 manuscript note on fitting a linear relation. Biometrika, 71, 615-620.
-
(1984)
Biometrika
, vol.71
, pp. 615-620
-
-
Stigler, S.M.1
-
29
-
-
0001741165
-
Optimal estimation of executive compensation by linear programing
-
Charnes, A., Cooper, W.W. and Ferguson, R., 1955, Optimal estimation of executive compensation by linear programing. Management Science, 1, 138-151.
-
(1955)
Management Science
, vol.1
, pp. 138-151
-
-
Charnes, A.1
Cooper, W.W.2
Ferguson, R.3
-
31
-
-
84976801242
-
Algorithm 478: Solution of an overdetermined system of equations in the 1 norms
-
Barrodale, I. and Roberts, F.D.K., 1974, Algorithm 478: Solution of an overdetermined system of equations in the 1 norms. Communications of the ACM, 17, 319-320.
-
(1974)
Communications of the ACM
, vol.17
, pp. 319-320
-
-
Barrodale, I.1
Roberts, F.D.K.2
-
32
-
-
0344238150
-
Algorithm AS 132: Least absolute values estimates for a simple linear regression problem
-
Armstrong, R.D. and Kung, M.T., 1978, Algorithm AS 132: Least absolute values estimates for a simple linear regression problem. Applied Statistics, 27, 363-366.
-
(1978)
Applied Statistics
, vol.27
, pp. 363-366
-
-
Armstrong, R.D.1
Kung, M.T.2
-
33
-
-
0001568997
-
Least absolute deviations curve-fitting
-
Bloomfield, P. and Steiger, W., 1980, Least absolute deviations curve-fitting. SIAM Journal on Scientific and Statistical Computing, 1, 290-301.
-
(1980)
SIAM Journal on Scientific and Statistical Computing
, vol.1
, pp. 290-301
-
-
Bloomfield, P.1
Steiger, W.2
-
34
-
-
84948485872
-
A revised simplex algorithm for the absolute deviation curve-fitting problem
-
Armstrong, R.D., Frome, E.L. and Kung, D.S., 1979, A revised simplex algorithm for the absolute deviation curve-fitting problem. Communication in Statistics - Simulation and Computation, B8, 175-190.
-
(1979)
Communication in Statistics - Simulation and Computation
, vol.B8
, pp. 175-190
-
-
Armstrong, R.D.1
Frome, E.L.2
Kung, D.S.3
-
37
-
-
0041470743
-
Computational algorithms for calculating least absolute value and Chebyshev estimates for multiple regression
-
Dielman, T.E. and Pfaffenberger, R., 1984, Computational algorithms for calculating least absolute value and Chebyshev estimates for multiple regression. American Journal of Mathematical and Management Sciences, 4, 169-197.
-
(1984)
American Journal of Mathematical and Management Sciences
, vol.4
, pp. 169-197
-
-
Dielman, T.E.1
Pfaffenberger, R.2
-
42
-
-
0006102280
-
A new technique for curve fitting based on minimum absolute deviations
-
Soliman, S.A., Christensen, O.S. and Rouhi, A.H., 1988, A new technique for curve fitting based on minimum absolute deviations. Computational Statistics and Data Analysis, 6, 341-351.
-
(1988)
Computational Statistics and Data Analysis
, vol.6
, pp. 341-351
-
-
Soliman, S.A.1
Christensen, O.S.2
Rouhi, A.H.3
-
43
-
-
38249019074
-
An example showing that a new technique for LAV estimation breaks down in certain cases
-
Herce, M.A., 1990, An example showing that a new technique for LAV estimation breaks down in certain cases. Computational Statistics and Data Analysis, 9, 197-202.
-
(1990)
Computational Statistics and Data Analysis
, vol.9
, pp. 197-202
-
-
Herce, M.A.1
-
44
-
-
27844553684
-
Discussion of an example showing that a new technique for LAV estimation breaks down in certain cases
-
Christensen, O.S., Soliman, S.A. and Rouhi, A., 1990, Discussion of an example showing that a new technique for LAV estimation breaks down in certain cases. Computational Statistics and Data Analysis, 9, 203-213.
-
(1990)
Computational Statistics and Data Analysis
, vol.9
, pp. 203-213
-
-
Christensen, O.S.1
Soliman, S.A.2
Rouhi, A.3
-
45
-
-
27844547822
-
Some comments on Christensen, Soliman and Rouhi's Discussion
-
Herce, M. A., 1990, Some comments on Christensen, Soliman and Rouhi's Discussion. Computational Statistics & Data Analysis, 9, 215-216.
-
(1990)
Computational Statistics & Data Analysis
, vol.9
, pp. 215-216
-
-
Herce, M.A.1
-
50
-
-
2142762123
-
1 -norm fit of a straight line
-
1 -norm fit of a straight line. Applied Statistics, 23, 244-248.
-
(1974)
Applied Statistics
, vol.23
, pp. 244-248
-
-
Sadovski, A.N.1
-
51
-
-
27844550582
-
1 norm fitting of a straight line
-
1 norm fitting of a straight line. Applied Statistics, 41, 627-633.
-
(1992)
Applied Statistics
, vol.41
, pp. 627-633
-
-
Farebrother, R.W.1
-
52
-
-
27844596097
-
Least absolute regression revisited: A simple labeling method for finding a LAR line
-
Rech, P., Schmidbauer, P. and Eng, J., 1989, Least absolute regression revisited: A simple labeling method for finding a LAR line. Communications in Statistics-Simulation and Computation, 18, 943-955.
-
(1989)
Communications in Statistics-Simulation and Computation
, vol.18
, pp. 943-955
-
-
Rech, P.1
Schmidbauer, P.2
Eng, J.3
-
55
-
-
27844534617
-
Extensions to a best subset algorithm for least absolute value estimation
-
Sklar, M.G., 1988, Extensions to a best subset algorithm for least absolute value estimation. American Journal of Mathematical and Management Sciences, 8, 1-58.
-
(1988)
American Journal of Mathematical and Management Sciences
, vol.8
, pp. 1-58
-
-
Sklar, M.G.1
-
56
-
-
0040527208
-
An efficient algorithm for the MSAE and MMAE regression problems
-
Narula, S.C., and Wellington, J.R, 1988, An efficient algorithm for the MSAE and MMAE regression problems. SIAM Journal on Scientific and Statistical Computing, 9, 717-727.
-
(1988)
SIAM Journal on Scientific and Statistical Computing
, vol.9
, pp. 717-727
-
-
Narula, S.C.1
Wellington, J.R.2
-
59
-
-
0000976724
-
The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators
-
Comments and rejoinder, 296-300
-
Portnoy, S. and Koenker, R., 1997, The Gaussian hare and the Laplacian tortoise: Computability of squared-error versus absolute-error estimators. Statistical Science, 12, 279-296. (Comments and rejoinder, 296-300).
-
(1997)
Statistical Science
, vol.12
, pp. 279-296
-
-
Portnoy, S.1
Koenker, R.2
-
63
-
-
84941491426
-
Asymptotic theory of least absolute error regression
-
Bassett, G.W. and Koenker, R.W., 1978, Asymptotic theory of least absolute error regression. Journal of the American Statistical Association, 73, 618-622.
-
(1978)
Journal of the American Statistical Association
, vol.73
, pp. 618-622
-
-
Bassett, G.W.1
Koenker, R.W.2
-
64
-
-
27844514947
-
On Boscovich's estimator
-
Koenker, R. and Bassett, G., 1985, On Boscovich's estimator. The Annals of Statistics, 13, 1625-1628.
-
(1985)
The Annals of Statistics
, vol.13
, pp. 1625-1628
-
-
Koenker, R.1
Bassett, G.2
-
65
-
-
84971897276
-
A shortcut to LAD estimator asymptotics
-
Phillips, P.C.B., 1991, A shortcut to LAD estimator asymptotics. Econometric Theory, 7, 450-463.
-
(1991)
Econometric Theory
, vol.7
, pp. 450-463
-
-
Phillips, P.C.B.1
-
66
-
-
84971936861
-
Asymptotics for least absolute deviation regression estimators
-
Pollard, D., 1991, Asymptotics for least absolute deviation regression estimators. Econometric Theory, 1, 186-199.
-
(1991)
Econometric Theory
, vol.1
, pp. 186-199
-
-
Pollard, D.1
-
72
-
-
0000557616
-
A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model
-
Andrews, D.W.K., 1986, A note on the unbiasedness of feasible GLS, quasi-maximum likelihood, robust, adaptive, and spectral estimators of the linear model. Econometrica, 54, 687-698.
-
(1986)
Econometrica
, vol.54
, pp. 687-698
-
-
Andrews, D.W.K.1
-
76
-
-
84974069824
-
Least absolute deviation estimation of a shift
-
Bai, J., 1995, Least absolute deviation estimation of a shift. Econometric Theory, 11, 403-436.
-
(1995)
Econometric Theory
, vol.11
, pp. 403-436
-
-
Bai, J.1
-
77
-
-
0036015423
-
A note on least absolute deviation estimation of a threshold model
-
Caner, M., 2002, A note on least absolute deviation estimation of a threshold model. Econometric Theory, 18, 800-814.
-
(2002)
Econometric Theory
, vol.18
, pp. 800-814
-
-
Caner, M.1
-
78
-
-
0000475369
-
Tail behavior of regression estimators and their breakdown points
-
He, X., Jurecková, J., Koenker, R. and Portnoy, S., 1990, Tail behavior of regression estimators and their breakdown points. Econometrica, 58, 1195-1214.
-
(1990)
Econometrica
, vol.58
, pp. 1195-1214
-
-
He, X.1
Jurecková, J.2
Koenker, R.3
Portnoy, S.4
-
80
-
-
0001041317
-
Instability of least squares, least absolute deviation and least median of squares linear regression
-
Ellis, S.P., 1998, Instability of least squares, least absolute deviation and least median of squares linear regression. Statistical Science, 13, 337-344.
-
(1998)
Statistical Science
, vol.13
, pp. 337-344
-
-
Ellis, S.P.1
-
81
-
-
27844606210
-
Comment
-
Portnoy, S. and Mizera, I., 1998, Comment. Statistical Science, 13, 344-347.
-
(1998)
Statistical Science
, vol.13
, pp. 344-347
-
-
Portnoy, S.1
Mizera, I.2
-
83
-
-
27844494018
-
A comparison of regression estimators when both multicollinearity and outliers are present
-
Lawrence, K. D. and Arthur, J. L. (Eds.), (New York: Marcel Dekker, Inc.)
-
Pfaffenberger, R.C. and Dielman, T.E., 1989, A comparison of regression estimators when both multicollinearity and outliers are present. In: Lawrence, K. D. and Arthur, J. L. (Eds.), Robust Regression: Analysis and Applications (New York: Marcel Dekker, Inc.), pp. 243-270.
-
(1989)
Robust Regression: Analysis and Applications
, pp. 243-270
-
-
Pfaffenberger, R.C.1
Dielman, T.E.2
-
84
-
-
27844549632
-
Asymmetric errors in linear models: Estimation-theory and Monte Carlo
-
Lind, J.C., Mehra, K.L. and Sheahan, J.N., 1992, Asymmetric errors in linear models: Estimation-theory and Monte Carlo. Statistics, 23, 305-320.
-
(1992)
Statistics
, vol.23
, pp. 305-320
-
-
Lind, J.C.1
Mehra, K.L.2
Sheahan, J.N.3
-
85
-
-
70350344007
-
A comparison of some robust, adaptive, and partially adaptive estimators of regression models
-
McDonald, J.B. and White, S.B., 1993, A comparison of some robust, adaptive, and partially adaptive estimators of regression models. Econometric Reviews, 12, 103-124.
-
(1993)
Econometric Reviews
, vol.12
, pp. 103-124
-
-
McDonald, J.B.1
White, S.B.2
-
86
-
-
0041696948
-
On least absolute error estimation of linear regression models with dependent stable residuals
-
Coursey, D. and Nyquist, H., 1983, On least absolute error estimation of linear regression models with dependent stable residuals. The Review of Economics of Statistics, 65, 687-692.
-
(1983)
The Review of Economics of Statistics
, vol.65
, pp. 687-692
-
-
Coursey, D.1
Nyquist, H.2
-
87
-
-
38249019624
-
Least absolute error estimation in the presence of serial correlation
-
Weiss, A.A., 1990, Least absolute error estimation in the presence of serial correlation. Journal of Econometrics, 44, 127-158.
-
(1990)
Journal of Econometrics
, vol.44
, pp. 127-158
-
-
Weiss, A.A.1
-
88
-
-
0041731533
-
Least absolute deviation estimation for regression with ARMA errors
-
Davis, R.A. and Dunsmuir, W.T.M., 1997, Least absolute deviation estimation for regression with ARMA errors. Journal of Theoretical Probability, 10, 481-497.
-
(1997)
Journal of Theoretical Probability
, vol.10
, pp. 481-497
-
-
Davis, R.A.1
Dunsmuir, W.T.M.2
-
89
-
-
1442276754
-
1-norm estimation of regression models with serially dependent error terms
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1- Statistical Analysis and Related Methods (Amsterdam: North-Holland), pp. 253-264.
-
(1992)
1-Statistical Analysis and Related Methods
, pp. 253-264
-
-
Nyquist, H.1
-
90
-
-
84963255678
-
Estimation in least absolute value regression with autocorrelated errors
-
Dielman, T.E. and Rose, E.L., 1994, Estimation in least absolute value regression with autocorrelated errors. Journal of Statistical Computation and Simulation, 50, 29-43.
-
(1994)
Journal of Statistical Computation and Simulation
, vol.50
, pp. 29-43
-
-
Dielman, T.E.1
Rose, E.L.2
-
91
-
-
0040961586
-
Estimation after pre-testing in least absolute value regression with autocorrelated errors
-
Dielman, T.E. and Rose, E.L., 1995, Estimation after pre-testing in least absolute value regression with autocorrelated errors. Journal of Business and Management, 2, 74-95.
-
(1995)
Journal of Business and Management
, vol.2
, pp. 74-95
-
-
Dielman, T.E.1
Rose, E.L.2
-
93
-
-
84984473986
-
A comparison of forecasts from least absolute value and least squares regression
-
Dielman, T.E., 1986, A comparison of forecasts from least absolute value and least squares regression. Journal of Forecasting, 5, 189-195.
-
(1986)
Journal of Forecasting
, vol.5
, pp. 189-195
-
-
Dielman, T.E.1
-
94
-
-
84984423898
-
Corrections to: A comparison of forecasts from least absolute value and least squares regression
-
Dielman, T.E., 1989, Corrections to: A comparison of forecasts from least absolute value and least squares regression. Journal of Forecasting, 8, 419-420.
-
(1989)
Journal of Forecasting
, vol.8
, pp. 419-420
-
-
Dielman, T.E.1
-
95
-
-
0040961580
-
Forecasting in least absolute value regression with autocorrelated errors: A small-sample study
-
Dielman, T.E. and Rose, E.L., 1994, Forecasting in least absolute value regression with autocorrelated errors: A small-sample study. International Journal of Forecasting, 10, 539-547.
-
(1994)
International Journal of Forecasting
, vol.10
, pp. 539-547
-
-
Dielman, T.E.1
Rose, E.L.2
-
97
-
-
0000161132
-
Least absolute deviations analysis of variance
-
Series A
-
Bai, Z.D., Rao, C.R. and Yin, Y.Q., 1990, Least absolute deviations analysis of variance. Sankhya: The Indian Journal of Statistics, 52, Series A, 166-177.
-
(1990)
Sankhya: The Indian Journal of Statistics
, vol.52
, pp. 166-177
-
-
Bai, Z.D.1
Rao, C.R.2
Yin, Y.Q.3
-
98
-
-
0007154135
-
A comparison of methods for studentizing the sample median
-
McKean, J. and Schrader, R., 1984, A comparison of methods for studentizing the sample median. Communications in Statistics-Simulation and Computation, 13, 751-773.
-
(1984)
Communications in Statistics-Simulation and Computation
, vol.13
, pp. 751-773
-
-
McKean, J.1
Schrader, R.2
-
101
-
-
0043216219
-
Assessing the accuracy of the sample median: Estimated standard errors versus interpolated confidence intervals
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1-Norm and Related Methods (Amsterdam: North-Holland), pp. 203-215.
-
(1987)
1-Norm and Related Methods
, pp. 203-215
-
-
Sheather, S.J.1
-
102
-
-
0041470748
-
Tests of linear hypotheses in LAV regression
-
Dielman, T.E. and Pfaffenberger, R., 1990, Tests of linear hypotheses in LAV regression. Communications in Statistics - Simulation and Computation, 19, 1179-1199.
-
(1990)
Communications in Statistics - Simulation and Computation
, vol.19
, pp. 1179-1199
-
-
Dielman, T.E.1
Pfaffenberger, R.2
-
103
-
-
38249009015
-
A further comparison of tests of hypotheses in LAV regression
-
Dielman, T.E. and Pfaffenberger, R., 1992, A further comparison of tests of hypotheses in LAV regression. Computational Statistics and Data Analysis, 14, 375-384.
-
(1992)
Computational Statistics and Data Analysis
, vol.14
, pp. 375-384
-
-
Dielman, T.E.1
Pfaffenberger, R.2
-
104
-
-
0040335639
-
A bootstrap approach to hypothesis testing in least absolute value regression
-
Dielman, T.E. and Rose, E.L., 1995, A bootstrap approach to hypothesis testing in least absolute value regression. Computational Statistics and Data Analysis, 20, 119-130.
-
(1995)
Computational Statistics and Data Analysis
, vol.20
, pp. 119-130
-
-
Dielman, T.E.1
Rose, E.L.2
-
105
-
-
0039151305
-
A note on hypothesis testing in LAV multiple regression: A small-sample comparison
-
Dielman, T.E. and Rose, E.L., 1996, A note on hypothesis testing in LAV multiple regression: A small-sample comparison. Computational Statistics and Data Analysis, 21, 463-470.
-
(1996)
Computational Statistics and Data Analysis
, vol.21
, pp. 463-470
-
-
Dielman, T.E.1
Rose, E.L.2
-
106
-
-
27844512721
-
Non-parametric estimates of the nuisance parameter in the LAD tests
-
Liu, Z.J., 1992, Non-parametric estimates of the nuisance parameter in the LAD tests. Communications in Statistics - Theory and Methods, 21, 861-881.
-
(1992)
Communications in Statistics - Theory and Methods
, vol.21
, pp. 861-881
-
-
Liu, Z.J.1
-
107
-
-
0346119172
-
Estimation of nuisance parameters for inference based on least absolute deviations
-
Niemiro, W., 1995, Estimation of nuisance parameters for inference based on least absolute deviations. Applicationes Mathematicae, 22, 515-529.
-
(1995)
Applicationes Mathematicae
, vol.22
, pp. 515-529
-
-
Niemiro, W.1
-
109
-
-
0002344794
-
Bootstrap methods: Another look at the jackknife
-
Efron, B., 1979, Bootstrap methods: Another look at the jackknife. Annals of Statistics, 1, 1-26.
-
(1979)
Annals of Statistics
, vol.1
, pp. 1-26
-
-
Efron, B.1
-
110
-
-
0025815687
-
Two guidelines for bootstrap hypothesis testing
-
Hall, P. and Wilson, S.R., 1991, Two guidelines for bootstrap hypothesis testing. Biometrics, 47, 757-762.
-
(1991)
Biometrics
, vol.47
, pp. 757-762
-
-
Hall, P.1
Wilson, S.R.2
-
112
-
-
0042472532
-
1-regression
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1-Norm and Related Methods (Amsterdam: North-Holland), pp. 287-295.
-
(1987)
1-Norm and Related Methods
, pp. 287-295
-
-
Koenker, R.1
-
113
-
-
0002383193
-
Small-sample properties of least absolute errors analysis of variance
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1-Norm and Related Methods (Amsterdam: North-Holland), pp. 307-321.
-
(1987)
1-Norm and Related Methods
, pp. 307-321
-
-
Schrader, R.M.1
McKean, J.W.2
-
114
-
-
0041954983
-
Bootstrapping in least absolute value regression: An application to hypothesis testing
-
Dielman, T.E. and Pfaffenberger, R., 1988, Bootstrapping in least absolute value regression: An application to hypothesis testing. Communications in Statistics - Simulation and Computation, 17, 843-856.
-
(1988)
Communications in Statistics - Simulation and Computation
, vol.17
, pp. 843-856
-
-
Dielman, T.E.1
Pfaffenberger, R.2
-
115
-
-
0041470742
-
Adjusted power estimates in Monte Carlo experiments
-
Zhang, J. and Boos, D.D., 1994, Adjusted power estimates in Monte Carlo experiments. Communications in Statistics - Simulation and Computation, 23, 165-173.
-
(1994)
Communications in Statistics - Simulation and Computation
, vol.23
, pp. 165-173
-
-
Zhang, J.1
Boos, D.D.2
-
116
-
-
0031477196
-
Estimation and testing in least absolute value regression with serially correlated disturbances
-
Dielman, T.E. and Rose, E.L., 1997, Estimation and testing in least absolute value regression with serially correlated disturbances. Annals of Operations Research, 74, 239-257.
-
(1997)
Annals of Operations Research
, vol.74
, pp. 239-257
-
-
Dielman, T.E.1
Rose, E.L.2
-
119
-
-
21844499287
-
Bootstrap confidence intervals for the minimum sum of absolute errors regression
-
Stangenhaus, G., Narula, S.C. and Ferrerira, P., 1991, Bootstrap confidence intervals for the minimum sum of absolute errors regression. Journal of Statistical Computation and Simulation, 46, 127-133.
-
(1991)
Journal of Statistical Computation and Simulation
, vol.46
, pp. 127-133
-
-
Stangenhaus, G.1
Narula, S.C.2
Ferrerira, P.3
-
120
-
-
84985761631
-
Least absolute value regression: Necessary sample sizes to use normal theory inference procedures
-
Dielman, T.E. and Pfaffenberger, R., 1988b, Least absolute value regression: Necessary sample sizes to use normal theory inference procedures. Decision Sciences, 19, 734-743.
-
(1988)
Decision Sciences
, vol.19
, pp. 734-743
-
-
Dielman, T.E.1
Pfaffenberger, R.2
-
121
-
-
0001386895
-
Tests of linear hypotheses based on regression rank scores
-
Gutenbrunner, C., Jurecková, J., Koenker, R. and Portnoy, S., 1993, Tests of linear hypotheses based on regression rank scores. Nonparametric Statistics, 2, 307-331.
-
(1993)
Nonparametric Statistics
, vol.2
, pp. 307-331
-
-
Gutenbrunner, C.1
Jurecková, J.2
Koenker, R.3
Portnoy, S.4
-
122
-
-
0029819777
-
Permutation tests for least absolute deviation regression
-
Cade, B.S. and Richards, J.D., 1996, Permutation tests for least absolute deviation regression. Biometrics, 52, 886-902.
-
(1996)
Biometrics
, vol.52
, pp. 886-902
-
-
Cade, B.S.1
Richards, J.D.2
-
123
-
-
0000085290
-
Bootstrap methods for median regression models
-
Horowitz, J.L., 1998, Bootstrap methods for median regression models. Econometrica, 66, 1327-1351.
-
(1998)
Econometrica
, vol.66
, pp. 1327-1351
-
-
Horowitz, J.L.1
-
124
-
-
84972172795
-
A comparison of ordinary least squares and least absolute error estimation
-
Weiss, A.A., 1988, A comparison of ordinary least squares and least absolute error estimation. Econometric Theory, 4, 517-527.
-
(1988)
Econometric Theory
, vol.4
, pp. 517-527
-
-
Weiss, A.A.1
-
125
-
-
0034410732
-
LM tests in the presence of non-normal error distributions
-
Furno, M., 2000, LM tests in the presence of non-normal error distributions. Econometric Theory, 16, 249-261.
-
(2000)
Econometric Theory
, vol.16
, pp. 249-261
-
-
Furno, M.1
-
126
-
-
0039435046
-
On convergence of LAD estimates in autoregression with infinite variance
-
An, H. and Chen, Z., 1982, On convergence of LAD estimates in autoregression with infinite variance. Journal of Multivariate Analysis, 12, 335-345.
-
(1982)
Journal of Multivariate Analysis
, vol.12
, pp. 335-345
-
-
An, H.1
Chen, Z.2
-
129
-
-
0027608483
-
Least absolute deviation estimation of stationary time-series models
-
Dunsmuir, W.T.M. and Murtagh, B.A., 1993, Least absolute deviation estimation of stationary time-series models. European Journal of Operational Research, 67, 272-277.
-
(1993)
European Journal of Operational Research
, vol.67
, pp. 272-277
-
-
Dunsmuir, W.T.M.1
Murtagh, B.A.2
-
130
-
-
0024736397
-
1) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes
-
1) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes. IEEE Transactions on Acoustics, Speech, and Signal Processing, 37, 1451-1454.
-
(1989)
IEEE Transactions on Acoustics, Speech, and Signal Processing
, vol.37
, pp. 1451-1454
-
-
Olsen, E.T.1
Ruzinsky, S.A.2
-
133
-
-
27844547821
-
1-estimators in autoregressive models under general conditions. Li-Statistical Procedures and Related Topics
-
1-estimators in autoregressive models under general conditions. Li-Statistical Procedures and Related Topics. IMS Lecture Notes-Monograph Series, 31, 315-328.
-
(1997)
IMS Lecture Notes-Monograph Series
, vol.31
, pp. 315-328
-
-
Knight, K.1
-
134
-
-
0032360240
-
1 regression estimators under general conditions
-
1 regression estimators under general conditions. Annals of Statistics, 26, 755-770.
-
(1998)
Annals of Statistics
, vol.26
, pp. 755-770
-
-
Knight, K.1
-
135
-
-
0030547148
-
Asymptotic theory of LAD estimation in a unit root process with finite variance errors
-
Herce, M.A., 1996, Asymptotic theory of LAD estimation in a unit root process with finite variance errors. Econometric Theory, 12, 129-153.
-
(1996)
Econometric Theory
, vol.12
, pp. 129-153
-
-
Herce, M.A.1
-
136
-
-
0035590425
-
Least absolute deviations regression under nonstandard conditions
-
Rogers, A.J., 2001, Least absolute deviations regression under nonstandard conditions. Econometric Theory, 17, 820-852.
-
(2001)
Econometric Theory
, vol.17
, pp. 820-852
-
-
Rogers, A.J.1
-
137
-
-
27844504263
-
A review of computational methods for solving the non-linear Li-norm estimation problem
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1-Norm and Related Methods (Amsterdam: North-Holland), pp. 117-129.
-
(1987)
1-Norm and Related Methods
, pp. 117-129
-
-
Gonin, R.1
Money, A.H.2
-
142
-
-
84971937967
-
Estimating non-linear dynamic models using least absolute error estimation
-
Weiss, A.A., 1991, Estimating non-linear dynamic models using least absolute error estimation. Econometric Theory, 7, 46-68.
-
(1991)
Econometric Theory
, vol.7
, pp. 46-68
-
-
Weiss, A.A.1
-
145
-
-
27844435426
-
Asymptotic properties of non-linear least absolute deviation estimators
-
Kim, H.K. and Choi, S.H., 1995, Asymptotic properties of non-linear least absolute deviation estimators. Journal of the Korean Statistical Society, 24, 127-139.
-
(1995)
Journal of the Korean Statistical Society
, vol.24
, pp. 127-139
-
-
Kim, H.K.1
Choi, S.H.2
-
146
-
-
0031373043
-
Asymptotic properties of the minimum sum of absolute errors estimators in a close-response model
-
André, C.D.S.,Narula, S.C., Peres, C. A. and Ventura, G.A., 1997, Asymptotic properties of the minimum sum of absolute errors estimators in a close-response model. Journal of Statistical Computation and Simulation, 58, 361-379.
-
(1997)
Journal of Statistical Computation and Simulation
, vol.58
, pp. 361-379
-
-
André, C.D.S.1
Narula, S.C.2
Peres, C.A.3
Ventura, G.A.4
-
148
-
-
4444221370
-
Alternative estimation techniques for linear appraisal models
-
Coleman, J.W. and Larsen, I.E., 1991, Alternative estimation techniques for linear appraisal models. The Appraisal Journal, 59, 526-532.
-
(1991)
The Appraisal Journal
, vol.59
, pp. 526-532
-
-
Coleman, J.W.1
Larsen, I.E.2
-
149
-
-
84987532068
-
Estimating systematic risk with daily security returns: A note on the relative efficiency of selected estimators
-
Corrado, C.J. and Schatzberg, J.D., 1991, Estimating systematic risk with daily security returns: A note on the relative efficiency of selected estimators. The Financial Review, 26, 587-599.
-
(1991)
The Financial Review
, vol.26
, pp. 587-599
-
-
Corrado, C.J.1
Schatzberg, J.D.2
-
150
-
-
0010866309
-
Robust measurement of beta risk
-
Chan, L.K.C. and Lakonishok, J., 1992, Robust measurement of beta risk. Journal of Financial and Quantitative Analysis, 27, 265-282.
-
(1992)
Journal of Financial and Quantitative Analysis
, vol.27
, pp. 265-282
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
151
-
-
0001453783
-
Robust and partially adaptive estimation of regression models
-
Butler, R.J., McDonald, J.B., Nelson, R.D. and White, S.B., 1990, Robust and partially adaptive estimation of regression models. The Review of Economics and Statistics, 72, 321-327.
-
(1990)
The Review of Economics and Statistics
, vol.72
, pp. 321-327
-
-
Butler, R.J.1
McDonald, J.B.2
Nelson, R.D.3
White, S.B.4
-
152
-
-
0001735499
-
Empirical irregularities in the estimation of beta: The impact of alternative estimation assumptions and procedures
-
Draper, P. and Paudyal, K., 1995, Empirical irregularities in the estimation of beta: The impact of alternative estimation assumptions and procedures. Journal of Business Finance & Accounting, 22, 157-177.
-
(1995)
Journal of Business Finance & Accounting
, vol.22
, pp. 157-177
-
-
Draper, P.1
Paudyal, K.2
-
153
-
-
0007792953
-
Misspecification testing and robust estimation of the market model and their implications for event studies
-
Mills, T.C., Coutts, J.A. and Roberts, J., 1996, Misspecification testing and robust estimation of the market model and their implications for event studies. Applied Economics, 28, 559-566.
-
(1996)
Applied Economics
, vol.28
, pp. 559-566
-
-
Mills, T.C.1
Coutts, J.A.2
Roberts, J.3
-
154
-
-
0031483451
-
Robust sports ratings based on least absolute errors
-
Bassett, G., 1997, Robust sports ratings based on least absolute errors. The American Statistician, 51, 99-105.
-
(1997)
The American Statistician
, vol.51
, pp. 99-105
-
-
Bassett, G.1
-
155
-
-
38249033071
-
Estimation criterion, residuals and prediction evaluation
-
Kaergård, N., 1987, Estimation criterion, residuals and prediction evaluation. Computational Statistics and Data Analysis, 5, 443-450.
-
(1987)
Computational Statistics and Data Analysis
, vol.5
, pp. 443-450
-
-
Kaergård, N.1
-
156
-
-
0027706612
-
Scale economies in manufacturing: Problems of robust estimation
-
Sengupta, J.K. and Okamura, K., 1993, Scale economies in manufacturing: Problems of robust estimation. Empirical Economics, 18, 469-480.
-
(1993)
Empirical Economics
, vol.18
, pp. 469-480
-
-
Sengupta, J.K.1
Okamura, K.2
-
157
-
-
27844472526
-
Robust estimation and prediction of economic systems: The case of partial structural variability
-
Westland, A.H., 1989, Robust estimation and prediction of economic systems: The case of partial structural variability. Quality & Quantity, 23, 61-73.
-
(1989)
Quality & Quantity
, vol.23
, pp. 61-73
-
-
Westland, A.H.1
-
160
-
-
25144459098
-
A comparison of some quick algorithms for robust regression
-
Rousseeuw, P.J. and van Zomeren, B.C., 1992, A comparison of some quick algorithms for robust regression. Computational Statistics and Data Analysis, 14, 107-116.
-
(1992)
Computational Statistics and Data Analysis
, vol.14
, pp. 107-116
-
-
Rousseeuw, P.J.1
Van Zomeren, B.C.2
-
161
-
-
0008805878
-
The asymptotic normality of two-stage least absolute deviations estimators
-
Powell, J.L., 1983, The asymptotic normality of two-stage least absolute deviations estimators. Econometnca, 51, 1569-1575.
-
(1983)
Econometnca
, vol.51
, pp. 1569-1575
-
-
Powell, J.L.1
-
162
-
-
0000729681
-
Least absolute deviations estimation for the censored regression model
-
Powell, J.L., 1984, Least absolute deviations estimation for the censored regression model. Journal of Econometrics, 25, 303-325.
-
(1984)
Journal of Econometrics
, vol.25
, pp. 303-325
-
-
Powell, J.L.1
-
163
-
-
1842443635
-
Asymptotic normality of LAD estimator in censored regression models
-
Rao, C.R. and Zhao, L.C., 1993, Asymptotic normality of LAD estimator in censored regression models. Mathematical Methods of Statistics, 2, 228-239.
-
(1993)
Mathematical Methods of Statistics
, vol.2
, pp. 228-239
-
-
Rao, C.R.1
Zhao, L.C.2
-
164
-
-
30244473502
-
M estimation of multivariate regressions
-
Koenker, R. andPortnoy, S., 1990, M estimation of multivariate regressions. Journal of the American Statistical Association, 85, 1060-1068.
-
(1990)
Journal of the American Statistical Association
, vol.85
, pp. 1060-1068
-
-
Koenker, R.1
Portnoy, S.2
-
165
-
-
0001401420
-
Trimmed LAD and least squares estimation of truncated and censored regression models with fixed effects
-
Honoré, B.E., 1992, Trimmed LAD and least squares estimation of truncated and censored regression models with fixed effects. Econometrica, 60, 533-565.
-
(1992)
Econometrica
, vol.60
, pp. 533-565
-
-
Honoré, B.E.1
-
167
-
-
22544470960
-
Robust estimation of regression coefficients by minimizing a convex combination of least squares and least absolute deviations
-
Dodge, Y., 1984, Robust estimation of regression coefficients by minimizing a convex combination of least squares and least absolute deviations. Computational Statistics Quarterly, 1, 139-153.
-
(1984)
Computational Statistics Quarterly
, vol.1
, pp. 139-153
-
-
Dodge, Y.1
-
168
-
-
0038021020
-
Adaptive combination of least squares and least absolute deviations estimators
-
Dodge, Y. (Ed.), (Amsterdam: North-Holland)
-
1-Norm and Related Methods (Amsterdam: North-Holland), pp. 275-284.
-
(1987)
1-Norm and Related Methods
, pp. 275-284
-
-
Dodge, Y.1
Jurecková, J.2
-
169
-
-
27844493075
-
Computational aspects of adaptive combination of least squares and least absolute deviations estimators
-
Dodge, Y., Antoch, J. and Jurecková, J., 1991, Computational aspects of adaptive combination of least squares and least absolute deviations estimators. Computational Statistics and Data Analysis, 12, 87-99.
-
(1991)
Computational Statistics and Data Analysis
, vol.12
, pp. 87-99
-
-
Dodge, Y.1
Antoch, J.2
Jurecková, J.3
-
170
-
-
27844458346
-
Adaptive combination of M-estimator and LI-estimator in the linear model
-
Dodge, Y., Fedorov, V. V. and Wynn, H. P. (Eds.), (Amsterdam: Elsevier Sciences Publishers)
-
Dodge, Y. and Jurecková, J., 1988, Adaptive combination of M-estimator and LI-estimator in the linear model. In: Dodge, Y., Fedorov, V. V. and Wynn, H. P. (Eds.), Optimal Design and Analysis of Experiments (Amsterdam: Elsevier Sciences Publishers), pp. 167-176.
-
(1988)
Optimal Design and Analysis of Experiments
, pp. 167-176
-
-
Dodge, Y.1
Jurecková, J.2
-
172
-
-
38249005509
-
Least squares and least absolute deviation procedures in approximately linear models
-
Mathew, T. and Nordström, K., 1993, Least squares and least absolute deviation procedures in approximately linear models. Statistics & Probability Letters, 16, 153-158.
-
(1993)
Statistics & Probability Letters
, vol.16
, pp. 153-158
-
-
Mathew, T.1
Nordström, K.2
-
173
-
-
0028378841
-
Multivariate multiple linear regression based on the minimum sum of absolute errors criterion
-
Narula, S.C. and Karhonen, P.J., 1994, Multivariate multiple linear regression based on the minimum sum of absolute errors criterion. European Journal of Operational Research, 73, 70-75.
-
(1994)
European Journal of Operational Research
, vol.73
, pp. 70-75
-
-
Narula, S.C.1
Karhonen, P.J.2
-
174
-
-
0011358302
-
Least-absolute-deviations fits for generalized linear models
-
Morgenthaler, S., 1992, Least-absolute-deviations fits for generalized linear models. Biometrika, 79, 747-754.
-
(1992)
Biometrika
, vol.79
, pp. 747-754
-
-
Morgenthaler, S.1
-
175
-
-
0034321326
-
Tests of fit for the Laplace distribution, with applications
-
Puig, P. and Stephens, M.A., 2000, Tests of fit for the Laplace distribution, with applications. Technometiics, 42, 417-424.
-
(2000)
Technometiics
, vol.42
, pp. 417-424
-
-
Puig, P.1
Stephens, M.A.2
-
177
-
-
0038879352
-
LAD regression for detecting outliers in response and explanatory variables
-
Dodge, Y., 1997, LAD regression for detecting outliers in response and explanatory variables. Journal of Multivariate Analysis, 61, 144-158.
-
(1997)
Journal of Multivariate Analysis
, vol.61
, pp. 144-158
-
-
Dodge, Y.1
-
180
-
-
38249018650
-
Model selection for least absolute deviations regression in small-samples
-
Hurvich, C.M. and Tsai, C., 1990, Model selection for least absolute deviations regression in small-samples. Statistics & Probability Letters, 9, 259-265.
-
(1990)
Statistics & Probability Letters
, vol.9
, pp. 259-265
-
-
Hurvich, C.M.1
Tsai, C.2
|