Dealing with the multiplicity of solutions of the _1 and _ regression models

DOI10.1016/J.EJOR.2007.04.020MaRDI QIDQ2470107zbMATHOpenAlexFDO

Authors R. Mínguez, Carmen Castillo, Antonio S. Cofiño, Enrique Castillo

Publication date 13 February 2008

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

Full work available at URL https://doi.org/10.1016/j.ejor.2007.04.020

zbMATH Keywords

parameter estimationasymptotic propertiesleast squaresset of all solutions\(\ell _{1}\)-norm\(\ell _{\infty }\)-norm

Mathematics Subject Classification ID

Operations research and management science (90B99)

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Cited in

(7)

• An algorithm for \(\ell^\infty\) regression with quadratic complexity
• Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008)
• Unbiased L₁and L_∞estimation
• Weighted Median of the Data in Solving Least Absolute Deviations Problems
• Three points method for searching the best least absolute deviations plane
• Regularization and variable selection for infinite variance autoregressive models
• Searching for a best least absolute deviations solution of an overdetermined system of linear equations motivated by searching for a best least absolute deviations hyperplane on the basis of given data

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