LEAST ABSOLUTE VALUE ESTIMATION

DOI10.15807/JORSJ.40.261MaRDI QIDQ4360994zbMATH OpenOpenAlexFDO

Authors Toshiyuki Sueyoshi

Publication date 23 March 1998

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.40.261

zbMATH Keywords

least absolute value estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of mathematical programming (90C90)

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Cited in

(11)

• Estimation and testing in least absolute value regression with serially correlated disturbances
• An example showing that a new technique for LAV estimation breaks down in certain cases
• Relative efficiency of OLS and LAV estimators
• Least absolute value and chebychev estimation utilizing least squares results
• Least absolute value estimation in regression models: an annotated bibliography
• Analysis of least absolute deviation
• Penalty calculations and branching rules in a LAV best subset procedure
• scientific article; zbMATH DE number 1234737 (Why is no real title available?)
• Least absolute values estimation: computational aspects
• Least absolute value regression: recent contributions
• Least orthogonal absolute deviations

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