Sensitivity analysis for predictor variables in the MSAE regression.

DOI10.1016/S0167-9473(01)00110-4MaRDI QIDQ1608910zbMATH OpenFDO

Authors Subhash C. Narula, John F. Wellington

Publication date 13 August 2002

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

zbMATH Keywords

Linear programmingSensitivity analysisRobustInfluence analysisLeast absolute valueMinimum sum of absolute errors regression

Mathematics Subject Classification ID

Point estimation (62F10) Diagnostics, and linear inference and regression (62J20) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

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• Intervals which Leave the Minimum Sum of Absolute Errors Regression Unchanged
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• Interior Analysis for the Minimum Sum of Absolute Errors Regression
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Cites work

• scientific article; zbMATH DE number 3581475 (Why is no real title available?)
• scientific article; zbMATH DE number 3221750 (Why is no real title available?)
• Direct calculation of sensitivity to the coefficients of the basic submatrix in parametric linear programming
• Interior Analysis for the Minimum Sum of Absolute Errors Regression
• Intervals which Leave the Minimum Sum of Absolute Errors Regression Unchanged
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• The Hat Matrix in Regression and ANOVA
• The Minimum Sum of Absolute Errors Regression: A State of the Art Survey

Cited in

(7)

• An Overview of the Minimum Sum of Absolute Errors Regression
• Perturbation analysis for the minimum sum of absolute errors regression
• Intervals which Leave the Minimum Sum of Absolute Errors Regression Unchanged
• An Efficient Algorithm for the MSAE and the MMAE Regression Problems
• Computing multiple-output regression quantile regions from projection quantiles
• Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables
• Computing multiple-output regression quantile regions

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