Conditional median absolute deviation

DOI10.1080/00949655.2014.922185zbMath1457.62125OpenAlexW2136512907MaRDI QIDQ5220850

Tingyou Zhou, Li-ping Zhu

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2014.922185

zbMATH Keywords

quantile regressionleast absolute deviationrobust estimationadaptivenessmedian absolute deviationsemi-interquartile range

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (1)

Testing the homogeneous marginal utility of income assumption

Cites Work

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