Asymptotic Theory of Least Absolute Error Regression

Bassett, G., & Koenker, R. (1978). Asymptotic Theory of Least Absolute Error Regression. Journal of the American Statistical Association, 73(363), 618-622.

Type

Journal article

Intellectual base

Primary research

Year

1978

DOI

10.1080/01621459.1978.10480065

Link

https://doi.org/10.1080/01621459.1978.10480065

Cited by

1 citation across 1 artifact.

Domain-specific

• Least absolute deviations
  • Least absolute deviations fitting chooses parameters that minimize the sum of absolute residuals, equivalently an L1 residual norm.

Verification

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Registry ID ref:3ff485ef24d9 · see in the full table