Least absolute deviations: Theory, applications, and algorithms Peter Bloomfield, William L. Steiger
Publisher: Birkhauser

Applications and Algorithms for Least Trimmed Sum The criterion of least trimmed sum of absolute deviations (LTA) is found by .. "Least Absolute Deviation Estimation of a Shift," Econometric Theory, Cambridge University Press , vol. (1978), “Asymptotic Theory of Least Absolute Error. Computational algorithms for these methods, as well as their approx- imation properties will be discussed. Series: Progress in Probability, Vol. This paper considers least absolute deviations estimation of a regression model with multiple A feasible computational algorithm is developed. Steiger, Least Absolute Deviation: Theory,. Theory, Applications and Algorithms. Bassett, G.W., and Koenker, R.W. Some applications of multi- Least Absolute Deviation Method; Bloomfield, P. An application is also given, along with some monte carlo simulations.