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

DOI10.1016/J.EJOR.2007.04.020zbMATH Open1149.90369OpenAlexW2067776723MaRDI QIDQ2470107FDOQ2470107

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

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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)

Cites Work

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Cited In (7)

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

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