Inference procedures for the \(L_ 1\) regression

DOI10.1016/0167-9473(91)90104-AzbMath0825.62573MaRDI QIDQ1896168

G. Stangenhaus, Subhash C. Narula

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

convergenceMonte Carlo experimentcoverage probabilityleast absolute errorminimum sum of absolute errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study ⋮ Least absolute value regression: recent contributions ⋮ Applied regression analysis bibliography update 1990-91

Uses Software

• IMSL Numerical Libraries
• SAS

Cites Work

• Unnamed Item
• Unnamed Item
• Optimal Estimation of Executive Compensation by Linear Programming
• A revised simplex algorithm for the absolute deviation curve fitting problem
• Asymptotic Theory of Least Absolute Error Regression

This page was built for publication: Inference procedures for the \(L_ 1\) regression