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A note on recent proposals for computing l1 estimates


  • Bassett, Gilbert W.
  • Koenker, Roger W.


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  • Bassett, Gilbert W. & Koenker, Roger W., 1992. "A note on recent proposals for computing l1 estimates," Computational Statistics & Data Analysis, Elsevier, vol. 14(2), pages 207-211, August.
  • Handle: RePEc:eee:csdana:v:14:y:1992:i:2:p:207-211

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    Cited by:

    1. Lazar Fred & Prisman Eliezer Z., 2012. "Constructing Historical Yield Curves from Very Sparse Spot Rates: A Methodology and Examples from the 1920s Canadian Market," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 7(1), pages 1-24, May.
    2. Habshah Midi, 1999. "Preliminary estimators for robust non-linear regression estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(5), pages 591-600.
    3. Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
    4. Jiang, Xuejun & Li, Jingzhi & Xia, Tian & Yan, Wanfeng, 2016. "Robust and efficient estimation with weighted composite quantile regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 413-423.

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