Multivariate multiple linear regression based on the minimum sum of absolute errors criterion

DOI10.1016/0377-2217(94)90144-9zbMath0797.62055OpenAlexW2016358416MaRDI QIDQ1328593

Pekka J. Korhonen, Subhash C. Narula

Publication date: 16 October 1994

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(94)90144-9

zbMATH Keywords

outliersleast squares procedureleast absolute errorsminimum sum of absolute errors criterionMSAE criterionmultiple criteria decision problemmultivariate multiple linear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Multi-objective and goal programming (90C29) Linear programming (90C05)

Related Items (1)

Least absolute value regression: recent contributions

Cites Work

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• Optimal Estimation of Executive Compensation by Linear Programming
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• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• A pareto race
• The Minimum Sum of Absolute Errors Regression: A State of the Art Survey
• Asymptotic Theory of Least Absolute Error Regression

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