References
- Blattberg , R. and Sargent , T. 1968 . Regression with Paretian disturbances: some sampling results , Carnegie-Mellon University . unpublished manuscript, Graduate School of Industrial Administration,
- Cagan , P. D. 1956 . “ The monetary dynamics of hyperinflation ” . In Studies in the Quantity Theory of Money , Edited by: Friedman , M. 25 – 117 . Chicago : University of Chicago Press .
- Charnes , A. , Cooper , W. W. and Ferguson , R. O. 1955 . Optimal estimation of executive compensation by linear programming . Management Science , 1 : 138 – 151 .
- Dantzig , G. B. 1963 . Linear Programming and Extensions , Princeton : Princeton University Press .
- Edgeworth , F. Y. 1923 . On the use of medians for reducing observations relating to several quantities . Philosophical Magazine , 46 : 1074 – 1088 . 6th series
- Fama , E. F. and Roll , R. 1968 . Some properties of symmetric stable distributions . Journal of the American Statistical Association , 63 : 817 – 836 .
- Fisher , W. D. 1961 . A note on curve fitting with minimum deviations by linear programming . Journal of the American Statistical Association , 56 : 359 – 362 .
- Fourier , J. B. J. 1890 . Oeuvres de Fourier Edited by: Gauthier-Villars , G. Darboux . Vol. 2 , 324 – 325 . Paris
- Karst , O. J. 1958 . Linear curve fitting using least deviations . Journal of American Statistical Association , 53 : 118 – 132 .
- Klein , L. R. 1958 . The estimation of distributed lags . Econometrica , 26 : 553 – 565 .
- Mandelbrot , B. 1963a . New methods in statistical economics . The Journal of Political Economy , LXXI : 421 – 440 .
- Mandelbrot , B. 1936 . The variation of certain speculative Prices . Journal of Business , 36 : 394 – 419 .
- Meyer , J. R. and Glauber , R. R. Investment Decisions, Economic Forecasting, and Public Policy , Boston : Harvard University . Division of Research, Graduate School of Business Administration
- Oveson , R. M. 1968 . Regression parameter estimation by minimizing absolute deviations , Harvard University . unpublished Ph.D. dissertation Department of Economics
- Padberg , M. and Wiginton , J. 1969 . Efficient computation of MSAE regression estimates using the dual simplex bounded variables technique , Carnegie-Mellon University . unpublished manuscript, Graduate School of Industrial Administration
- Rhodes , E. C. 1930 . Reducing observations by the method of minimum deviations . Philosophical Magazine , 9 : 974 – 992 . 7th Series
- Rosenberg , B. and Carlson , D. 1970 . “ Least absolute residuals regression routine ” . Working paper IP-162 Berkeley : University of California . Center for Research in Management Science
- Sharpe , W. F. 1971 . Mean-absolute-deviation characteristic lines for securities and portfolios . Management Science , 18 : B1 – B13 .
- Simmonard , M. Linear Programming , Englewood Cliffs : Prentice-Hall .
- Singleton , R. R. 1940 . A method for minimizing the term of absolute values of deviations . Annals of Mathematical Statistics , 11 : 301 – 310 .
- Taylor , L. D. 1970 . On estimation by minimizing the sum of absolute errors , University of Michigan . unpublished manuscript
- Wagner , H. M. 1959 . Linear programming techniques for regression analysis . Journal of the American Statistical Association , 54 : 206 – 212 .
- Wise, J. (1966) “Linear estimators for linear regression systems having infinite residual variances,” unpublished paper, University of California, Berkeley.