The following pages link to On L1 and Chebyshev estimation (Q3215733):
Displayed 31 items.
- A pure \(L_1\)-norm principal component analysis (Q333698) (← links)
- Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes (Q581249) (← links)
- A new technique for curve fitting based on minimum absolute deviations (Q804184) (← links)
- Constrained \(l_ 1\) estimation via geometric programming (Q1150310) (← links)
- Linear facility location. Solving extensions of the basic problem (Q1171985) (← links)
- Lagrangian approach for large-scale least absolute value estimation (Q1201859) (← links)
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
- Tight bounds for capacities (Q1323610) (← links)
- The determination of a ``least quantile of squares regression line'' for all quantiles (Q1350244) (← links)
- The historical development of the linear minimax absolute residual estimation procedure 1786--1960 (Q1391701) (← links)
- A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints (Q1639715) (← links)
- Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification (Q1665419) (← links)
- Complexity and applications of the homotopy principle for uniformly constrained sparse minimization (Q2019907) (← links)
- On a class of interval predictor models with universal reliability (Q2280963) (← links)
- Least absolute value and chebychev estimation utilizing least squares results (Q3321322) (← links)
- An algorithm for discrete chebychev curve fitting for the simple model using a dual linear programming approach (Q3339239) (← links)
- The best parameter subset using the Chebychev curve fitting criterion (Q3662506) (← links)
- L<sub>1</sub>for the simple linear regression model (Q3757196) (← links)
- Estimating the parameters in regression with uniformly distributed errors (Q3774754) (← links)
- Fitting hyperplanes by minimizing orthogonal deviations (Q3878124) (← links)
- A linear programming algorithm for curve fitting in the L<sub>∞</sub>norm (Q3894859) (← links)
- Useful generalized properties of L<sub>1</sub>estimators (Q3923432) (← links)
- The linear regression model: L<sub>p</sub>norm estimation and the choice of p (Q3959308) (← links)
- Computation of efficient solutions of discretely distributed stochastic optimization problems (Q4009795) (← links)
- On the invariance of certain estimators (Q4094296) (← links)
- On least absolute values estimation (Q4142563) (← links)
- Formulae for the<i>L</i><sub>0</sub>,<i>L</i><sub>1</sub>and<i>L</i><sub>∞</sub>Norms (Q4262906) (← links)
- On l<sub>1</sub>regression coeficients (Q4369359) (← links)
- Influence measure for the L<sub>1</sub>regression (Q4550609) (← links)
- Extensions to a Best Subset Algorithm for Least Absolute Value Estimation (Q5750199) (← links)
- Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise (Q6178575) (← links)