Continuous L1 Norm Estimation of Lorenz Curve

Rayleigh Wave Dispersion Curve Inversion: Occam Versus the L1-Norm

Modelling Lorenz curve

There has been a large number of studies in which the scientists have built models for income distributions. As an alternative, some have built models for Lorenz curves. The step from Lorenz curve to distribution function is more difficult than the step from distribution function to Lorenz curve. There is a difference between advanced and simple Lorenz models. Advanced models with several param...

Minimax Estimation of Large Covariance Matrices under l1-Norm

Driven by a wide range of applications in high-dimensional data analysis, there has been significant recent interest in the estimation of large covariance matrices. In this paper, we consider optimal estimation of a covariance matrix as well as its inverse over several commonly used parameter spaces under the matrix l1 norm. Both minimax lower and upper bounds are derived. The lower bounds are ...

Recursive Algorithm for L1 Norm Estimation in Linear Models

L1 norm estimator has been widely used as a robust parameter estimation method for outlier detection. Different algorithms have been applied for L1 norm minimization among which the linear programming problem based on the simplex method is well known. In the present contribution, in order to solve an L1 norm minimization problem in a linear model, an interior point algorithm is developed which ...

Minimum L1-norm Estimation for Fractional Ornstein-Uhlenbeck Type Process

We investigate the asymptotic properties of the minimum L1-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process satisfying a linear stochastic differential equation driven by a fractional Brownian motion.