Hurvich, Clifford M.; Tsai, Chih-Ling - In: Statistics & Probability Letters 9 (1990) 3, pp. 259-265
We develop a small sample criterion (L1cAIC) for the selection of least absolute deviations regression models. In contrast to AIC (Akaike, 1973), L1cAIC provides an exactly unbiased estimator for the expected Kullback--Leibler information, assuming that the errors have a double exponential...
