A note on recent proposals for computing l1 estimates
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- 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.
- Habshah Midi, 1999. "Preliminary estimators for robust non-linear regression estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(5), pages 591-600.
- 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.
- 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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