Least absolute value regression: recent contributions
By Terry E. Dielman. 2005
118 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b073704b68e152ba5c3dc731876f79d848f76f1a
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In Statistics and Probability
Citations in the corpus
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models (2011, background): “First, the statistical literature suggests that LAD estimators are preferable if regression disturbances are nonnormal, asymmetric, or heavy-tailed; see Narula and Wellington (1982) and Dielman (2005) for surveys.”
- Laplace Periodogram for Time Series Analysis (2008, background): “Statistical properties of LAD estimators have been studied intensively in the context of linear and nonlinear regression (Bloomfield and Steiger 1983; Breidt, Davis, and Trindate 2001; Dodge 1997, 2002; Dielman 2005; Koenker 2005; Lai and Lee 2005).”