Linear programming approach to LMS-estimation

DOI10.1016/0167-9473(93)E0051-5MaRDI QIDQ674202zbMATH OpenFDO

Authors Pavel Boček, Petr Lachout

Publication date 28 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)E0051-5

zbMATH Keywords

LMS estimatorOrder statisticsRegression residualsThe Simplex Method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Linear programming (90C05) Applications of mathematical programming (90C90)

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