On Boscovich's estimator (Q1088327): Difference between revisions
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Latest revision as of 15:21, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Boscovich's estimator |
scientific article |
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On Boscovich's estimator (English)
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1985
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Boscovich's (1757) proposal to estimate the parameters of a linear model by minimizing the sum of absolute deviations subject to the constraint that the mean residual be zero is considered. The asymptotic theory of the estimator confirms a remark of Edgeworth who called it a ''remarkable hybrid'' between \(\ell_ 1\) and \(\ell_ 2\) methods.
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least absolute error estimators
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Boscovich's estimator
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linear model
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minimizing the sum of absolute deviations
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mean residual
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asymptotic theory
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