Sun, Rui-Bo; Wei, Bo-Cheng - In: Statistics & Probability Letters 67 (2004) 2, pp. 97-110
Least absolute deviations (LAD) regression, i.e. L1 regression, is more resistant to the outliers in the response variable than the least-squares regression, but is relatively sensitive to outlying observations in explanatory variables. However, some but few attentions have been contributed to...