The historical development of the linear minimax absolute residual estimation procedure 1786--1960

DOI10.1016/S0167-9473(96)00071-0zbMath0900.62010MaRDI QIDQ1391701

Richard William Farebrother

Publication date: 22 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Linear programmingFourierLaplaceCauchyde la Vallée Poussinde PronyGeometrical solutionLeast median of squared residualsLeast sum of absolute residualsLinear statistical modelMinimax absolute residual

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) History of mathematics in the 20th century (01A60) History of mathematics in the 18th century (01A50) History of statistics (62-03) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Supplementary notes on the minimax and orthogonal least squares line fitting procedures ⋮ Adaptive methods for solvings minimax problems^∗ ⋮ A linear programming procedure based on de la Vallée poussin's minimax estimation procedure ⋮ Testing proximity to subspaces: approximate \(\ell_\infty\) minimization in constant time ⋮ Applied regression analysis bibliography update 1994-97

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• Unbiased L₁and L_∞estimation
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Generalized S-Estimators
• Joseph Fourier's Anticipation of Linear Programming

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