LAD Regression and Nonparametric Methods for Detecting Outliers and   Leverage Points
  The detection of influential observations for the standard least squares regression model is a question that has been extensively studied. LAD regression diagnostics offers alternative approaches whose main feature is the robustness. In this paper a new approach for nonparametric detection of influencial observations in LAD regression models is presented and compared with other classical methods of diagnostics. 
Giuseppe Melfi and Susana Faria