Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
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Publication:3339238
DOI10.1080/01966324.1984.10737141zbMath0547.65098OpenAlexW2081449557WikidataQ58257483 ScholiaQ58257483MaRDI QIDQ3339238
Terry E. Dielman, Roger C. Pfaffenberger
Publication date: 1984
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1984.10737141
least squares estimationmultiple regressionChebyshev estimationminimum absolute deviation estimation
Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Approximation by arbitrary linear expressions (41A45)
Related Items (8)
Multivariate multiple linear regression based on the minimum sum of absolute errors criterion ⋮ A bootstrap approach to hypothesis testing in least absolute value regression ⋮ A note on hypothesis testing in LAV multiple regression: A small sample comparison ⋮ A note on hypothesis testing in LAV multiple regression: a small sample comparison ⋮ Least absolute value regression: recent contributions ⋮ Extensions to a Best Subset Algorithm for Least Absolute Value Estimation ⋮ A further comparison of tests of hypotheses in LAV regression ⋮ Algorithms for unconstrained \(L_ 1\) simple linear regression
Uses Software
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