Least-Absolute-Deviations Fits for Generalized Linear Models
研究了在广义线性模型中用L1范数替代L2范数进行拟合的后果，提出了基于中位数的L1型拟合方法，为最大似然拟合提供了替代方案。
The fitting by quasi-likelihoods is based on Euclidean distance and thereby related to the least-squares norm. This paper examines the consequences of replacing the L2-norm by the L1-norm in the derivation of quasi-likelihoods. Since the least-absolute-deviations centre of a distribution is its median rather than its mean, the natural models for the L1-fitting involve medians. However, even if we model the mean response rather than the median response, an L1-type criterion is applicable and leads to alternatives for maximum likelihood fits.