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  • Search: subject:"Least absolute deviations"
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Year of publication
Subject
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Least absolute deviations 8 Asymptotic leptokurtosis 6 Convex function 3 GARCH 3 Infinite density 3 Infinite density at the median 3 Kernel density estimation 3 Median 3 Stock returns 3 Stylized facts 3 Weak convergence 3 Combinatorial machine learning 2 Consumer/Household Economics 2 Least trimmed squares 2 Robust statistics 2 Trimmed absolute deviations 2 censored least absolute deviations 2 consumption 2 fruits and vegetables 2 heavy tail 2 least absolute deviations estimator 2 linear programming 2 low-income households 2 maximum quasilikelihood estimator 2 nutrition 2 regularization 2 sample design 2 stochastic dominance 2 ARCH 1 Algorithm 1 Algorithmus 1 Artificial intelligence 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Efficiency of estimators 1 Estimation theory 1 FactorsModels 1 Forecasting 1 Gaussian likelihood 1 Kleinste-Quadrate-Methode 1
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Online availability
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Free 16
Type of publication
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Book / Working Paper 11 Article 5
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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Undetermined 9 English 7
Author
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Cho, Jin Seo 6 Han, Chirok 5 Phillips, Peter C.B. 4 Blisard, Noel 2 Jolliffe, Dean 2 Maliar, Lilia 2 Maliar, Serguei 2 Phillips, Peter C. B. 2 Rebennack, Steffen 2 Stewart, Hayden 2 Sudermann-Merx, Nathan 2 Yao, Qiwei 2 Chirok-Han 1 Francq, Christan 1 Huang, Da 1 Judd, Kenneth 1 Judd, Kenneth L. 1 Kristensen, Johannes Tang 1 Peng, Liang 1 Wang, Hansheng 1 Zakoian, Jean-Michel 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Institute of Economic Research, Korea University 2 London School of Economics (LSE) 2 School of Economics, Singapore Management University 2 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 School of Economics and Management, University of Aarhus 1
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Published in...
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Cowles Foundation Discussion Papers 2 Discussion Paper Series / Institute of Economic Research, Korea University 2 LSE Research Online Documents on Economics 2 Working Papers / School of Economics, Singapore Management University 2 CREATES Research Papers 1 Journal of Agricultural and Resource Economics 1 OR Spectrum 1 OR spectrum : quantitative approaches in management 1 Quantitative economics : QE ; journal of the Econometric Society 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Working Papers. Serie AD 1
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Source
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RePEc 12 ECONIS (ZBW) 2 BASE 1 EconStor 1
Showing 1 - 10 of 16
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Leveraged least trimmed absolute deviations
Sudermann-Merx, Nathan; Rebennack, Steffen - In: OR Spectrum 43 (2021) 3, pp. 809-834
The design of regression models that are not affected by outliers is an important task which has been subject of numerous papers within the statistics community for the last decades. Prominent examples of robust regression models are least trimmed squares (LTS), where the k largest squared...
Persistent link: https://www.econbiz.de/10014497483
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Leveraged least trimmed absolute deviations
Sudermann-Merx, Nathan; Rebennack, Steffen - In: OR spectrum : quantitative approaches in management 43 (2021) 3, pp. 809-834
Persistent link: https://www.econbiz.de/10012622299
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Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?
Kristensen, Johannes Tang - School of Economics and Management, University of Aarhus - 2012
propose an estimator based on least absolute deviations (LAD) as this alternative and establish a tractable method for …
Persistent link: https://www.econbiz.de/10010851270
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Optimal Predictions of Powers of Conditionally Heteroskedastic Processes
Francq, Christan; Zakoian, Jean-Michel - Centre de Recherche en Économie et Statistique … - 2012
) or by least-absolute deviations, and to use empirical means based on rescaled innovations to estimate the expectation in …
Persistent link: https://www.econbiz.de/10010575235
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Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Judd, Kenneth; Maliar, Lilia; Maliar, Serguei - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2011
singular value decomposition and Tikhonov regularization, least-absolute deviations methods, and principal component regression …
Persistent link: https://www.econbiz.de/10009228750
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Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei - In: Quantitative economics : QE ; journal of the … 2 (2011) 2, pp. 173-210
methods using singular value decomposition and Tikhonov regularization, least-absolute deviations methods, and principal …
Persistent link: https://www.econbiz.de/10011756280
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LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo; Han, Chirok; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional …
Persistent link: https://www.econbiz.de/10004998317
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Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 2009
Statistics are developed to test for the presence of an asymptotic discontinuity (or infinite density or peakedness) in a probability density at the median. The approach makes use of work by Knight (1998) on L_1 estimation asymptotics in conjunction with non-parametric kernel density estimation...
Persistent link: https://www.econbiz.de/10004998320
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Cover Image
Infinite Density at the Median and the Typical Shape of Stock Return Distributions
Han, Chirok; Cho, Jin Seo; Phillips, Peter C. B. - Institute of Economic Research, Korea University - 2009
Statistics are developed to test for the presence of an asymptotic discontinuity (or infinite density or peakedness) in a probability density at the median. The approach makes use of work by Knight (1998) on L1 estimation asymptotics in conjunction with non-parametric kernel density estimation...
Persistent link: https://www.econbiz.de/10005109543
Saved in:
Cover Image
LAD Asymptotics under Conditional Heteroskedasticity with Possibly Infinite Error Densities
Cho, Jin Seo; Chirok-Han; Phillips, Peter C. B. - Institute of Economic Research, Korea University - 2009
Least absolute deviations (LAD) estimation of linear time-series models is considered under conditional …
Persistent link: https://www.econbiz.de/10008501957
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