Alternative methods of linear regression

DOI10.1016/S0895-7177(01)00170-4MaRDI QIDQ1609471zbMATH OpenOpenAlexFDO

Authors Avi Giloni, Manfred Padberg

Publication date 15 August 2002

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0895-7177(01)00170-4, https://autopapers.ssrn.com/sol3/papers.cfm?abstract_id=1290954

zbMATH Keywords

absolute deviationsChebychev regressionl-normsleast squareslinear programmingoptimalityuniqueness

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cites work

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• Asymptotic Theory of Least Absolute Error Regression
• scientific article; zbMATH DE number 3827006 (Why is no real title available?)
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• scientific article; zbMATH DE number 3258269 (Why is no real title available?)
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• scientific article; zbMATH DE number 3354425 (Why is no real title available?)
• Linear optimization and extensions
• Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
• Nonuniqueness of least absolute values regression
• Portfolio Analysis in a Stable Paretian Market
• Regression analysis. Theory, methods, and applications.
• Regression Quantiles
• Tests of Linear Hypotheses and l"1 Estimation
• The Method of Least Squares and Some Alternatives: Part I
• The Method of Least Squares and Some Alternatives: Part II
• The Method of Least Squares and Some Alternatives: Part III
• The Method of Least Squares and Some Alternatives: Part IV
• The Method of Least Squares and Some Alternatives: Part V
• The Minimum Sum of Absolute Errors Regression: A State of the Art Survey
• Two Linear Programming Algorithms for Unbiased Estimation of Linear Models

Cited in

(13)

• Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008)
• Method of averages as an alternative to \(L_ 1\)- and \(L_ 2\)-norm methods in special linear regression problems
• Locating hyperplanes to fitting set of points: a general framework
• Least trimmed squares regression, least median squares regression, and mathematical program\-ming
• A continuous-time iteratively reweighted least squares algorithm for \(L_\infty\) estimation
• Combined regression models
• Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models
• Stability of L₁-norm regression under additional observations
• Fitting linear regressions: development and scope
• A survey of \(L_1\) regression
• scientific article; zbMATH DE number 7406273 (Why is no real title available?)
• On a class of linear regression methods
• Sharp non-asymptotic performance bounds for _1 and Huber robust regression estimators

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Uses Software

• SenSrivastava

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