A linear programming procedure based on de la Vallée poussin's minimax estimation procedure

DOI10.1016/j.csda.2005.10.005zbMath1157.90480OpenAlexW2012352799MaRDI QIDQ1010377

Richard William Farebrother

Publication date: 6 April 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2005.10.005

zbMATH Keywords

linear programmingleast absolute deviations(dual) simplex procedureCharles de la Vallée poussinminimax absolute deviation

Mathematics Subject Classification ID

Statistics (62-XX) Linear programming (90C05)

Cites Work

• Über diskrete und lineare Tschebyscheff-Approximationen
• Note on Jordan elimination, linear programming and Tchebyscheff approximation
• Fitting linear relationships. A history of the calculus of observations 1750-1900
• The historical development of the linear minimax absolute residual estimation procedure 1786--1960
• Unnamed Item

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