Robust weighted LAD regression
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References listed on IDEAS
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- Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
- Blanc, Sebastian M. & Setzer, Thomas, 2015. "Analytical debiasing of corporate cash flow forecasts," European Journal of Operational Research, Elsevier, vol. 243(3), pages 1004-1015.
- Salvador Flores, 2015. "Sharp non-asymptotic performance bounds for $$\ell _1$$ ℓ 1 and Huber robust regression estimators," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 796-812, December.
- Arslan, Olcay, 2012. "Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1952-1965.
- Marilena Furno, 2010. "A robust test of specification based on order statistics," Computational Statistics, Springer, vol. 25(4), pages 707-723, December.
- Cheng, Tsung-Chi, 2012. "On simultaneously identifying outliers and heteroscedasticity without specific form," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2258-2272.
- Alex Coad & Jaganaddha Tamvada, 2012. "Firm growth and barriers to growth among small firms in India," Small Business Economics, Springer, vol. 39(2), pages 383-400, September.
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