Model selection for least absolute deviations regression in small samples

Hurvich, Clifford M., Tsai, Chih-Ling . Statistics & Probability Letters 1990. 9 :259-265

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Bibtex

@article{CIS-95981,
  Author = {Hurvich, Clifford M. and Tsai, Chih-Ling},
  Title = {Model selection for least absolute deviations regression in small samples},
  Journal = {Statistics & Probability Letters},
  Volume = {9},
  Year = {1990},
  Pages = {259--265},
  Keywords = {Kullback-Leibler information, Akaike's information criterion}
}

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