Least absolute deviation estimation of linear econometric models: A literature review
Year of publication: |
2004-06-01
|
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Authors: | Dasgupta, Madhuchhanda ; Mishra, SK |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Lad estimator | Least absolute deviation estimation | econometric model | LAD Estimator | Minimum Absolute Deviation | Robust | Outliers | L1 Estimator | Review of literature |
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Matrix variate generalized laplace distributions
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Matrix gamma distributions and related stochastic processes
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On construction of robust composite indices by linear aggregation
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Mishra, SK, (2006)
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Mishra, SK, (2006)
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