An Efficient Algorithm for the MSAE and the MMAE Regression Problems

DOI10.1137/0909047MaRDI QIDQ3793680zbMATH OpenOpenAlexFDO

Authors Subhash C. Narula, John F. Wellington

Publication date 1988

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0909047

zbMATH Keywords

L-infinity regressionL1 regressionleast squares regressionlinear programmingminimization of the maximum absolute errorminimum sum of absolute errorsmultiple linear regression modelnumerical example

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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