Algorithm AS 135: Min-Max Estimates for a Linear Multiple Regression Problem

DOI10.2307/2346829zbMath0454.65090OpenAlexW2795842313MaRDI QIDQ3902452

David S. Kung, Ronald D. Armstrong

Publication date: 1979

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346829

zbMATH Keywords

simplex algorithmmin-max estimateslinear multiple regression problemlinear programming dual method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (9)

Multiple criteria linear regression ⋮ A piecewise linear approximation procedure forL_pnorm curve fitting ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Least absolute value and chebychev estimation utilizing least squares results ⋮ Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression ⋮ On a class of interval predictor models with universal reliability ⋮ A dual method for discrete Chebychev curve fitting ⋮ AS 135 ⋮ The best parameter subset using the Chebychev curve fitting criterion

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