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The place of the L1-norm in robust estimation


  • Huber, Peter J.


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  • Huber, Peter J., 1987. "The place of the L1-norm in robust estimation," Computational Statistics & Data Analysis, Elsevier, vol. 5(4), pages 255-262, September.
  • Handle: RePEc:eee:csdana:v:5:y:1987:i:4:p:255-262

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    Cited by:

    1. Elyasiani, Elyas & Movaghari, Hadi, 2022. "Determinants of corporate cash holdings: An application of a robust variable selection technique," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 967-993.
    2. Sooncheol Sohn & Byoung Jung & Myoungshic Jhun, 2012. "Permutation tests using least distance estimator in the multivariate regression model," Computational Statistics, Springer, vol. 27(2), pages 191-201, June.
    3. Chang, Xiao-Wen & Qu, Leming, 2005. "Erratum to "Wavelet estimation of partially linear models" [Computational Statistics and Data Analysis 47/1 (2004) 31-48]," Computational Statistics & Data Analysis, Elsevier, vol. 48(4), pages 677-677, April.
    4. Zhe Liu & Ying Yang, 2020. "Least absolute deviations estimation for uncertain regression with imprecise observations," Fuzzy Optimization and Decision Making, Springer, vol. 19(1), pages 33-52, March.
    5. Pedro Duarte Silva, A., 2017. "Optimization approaches to Supervised Classification," European Journal of Operational Research, Elsevier, vol. 261(2), pages 772-788.

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