In this paper we generalize the median regression method to be applicable to system of regression equations, in particular SURE models. Giving the existence of proper system wise medians of the residuals from different equations, we apply the weighted median regression with the weights obtained...

In this paper we generalize the median regression method in order to make it applicable to systems of regression equations. Given the existence of proper systemwise medians of the errors from different equations, we apply the weighted median regression with the weights obtained from the...