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The Absolute Deviation Correlation Coefficient
Perceptual and Motor Skills, 1982A number of robust absolute deviation (AD) statistics have been developed recently. Two such correlation coefficients are developed and discussed, one for ranked data and another for interval level data. The standard error and range of the coefficients are given.
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55. Mean Absolute Deviation and Standard Deviation
At bottom, both MAD and S measure how far, on average, individual observations lie from the sample’s central tendency.openaire +1 more source
LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
Econometric Theory, 2001Most work on the asymptotic properties of least absolute deviations (LAD) estimators makes use of the assumption that the common distribution of the disturbances has a density that is both positive and finite at zero. We consider the implications of weakening this assumption in a number of regression settings, primarily with a time series ...
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Credibilistic Mean-Absolute Deviation Model
2016Mean-absolute deviation model was first proposed by Konno and Yamazaki (1991) for stochastic portfolio optimization by using absolute deviation risk function to replace variance. It removes most of the difficulties associated with Markowitz’s mean-variance model.
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