On L1 and Chebyshev estimation

DOI10.1007/BF01580112MaRDI QIDQ3215733zbMATH OpenFDO

Authors G. Appa, C. S. Smith

Publication date 1973

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01580112

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Linear programming (90C05)

Cites work

• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• Linear Programming Techniques for Regression Analysis
• Note on Jordan elimination, linear programming and Tchebyscheff approximation
• On the numerical determination of the best approximations in the Chebyshev sense
• Optimal estimation of executive compensation by linear programming
• The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
• Über diskrete und lineare Tschebyscheff-Approximationen

Cited in

(31)

• Constrained \(l_ 1\) estimation via geometric programming
• Linear facility location. Solving extensions of the basic problem
• Lagrangian approach for large-scale least absolute value estimation
• Goal programming models and their duality relations for use in evaluating security portfolio and regression relations
• Tight bounds for capacities
• The determination of a ``least quantile of squares regression line for all quantiles
• The historical development of the linear minimax absolute residual estimation procedure 1786--1960
• A primal-dual homotopy algorithm for \(\ell _{1}\)-minimization with \(\ell _{\infty }\)-constraints
• Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification
• Complexity and applications of the homotopy principle for uniformly constrained sparse minimization
• On a class of interval predictor models with universal reliability
• Least absolute value and chebychev estimation utilizing least squares results
• A pure \(L_1\)-norm principal component analysis
• An algorithm for discrete chebychev curve fitting for the simple model using a dual linear programming approach
• The best parameter subset using the Chebychev curve fitting criterion
• L₁for the simple linear regression model
• Estimating the parameters in regression with uniformly distributed errors
• Fitting hyperplanes by minimizing orthogonal deviations
• A linear programming algorithm for curve fitting in the L_∞norm
• Useful generalized properties of L₁estimators
• The linear regression model: L_pnorm estimation and the choice of p
• Computation of efficient solutions of discretely distributed stochastic optimization problems
• On the invariance of certain estimators
• On least absolute values estimation
• Formulae for theL₀,L₁andL_∞Norms
• On l₁regression coeficients
• Influence measure for the L₁regression
• Extensions to a Best Subset Algorithm for Least Absolute Value Estimation
• Comparison of mathematical programming software: A case study using discrete \(L_ 1\) approximation codes
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise
• A new technique for curve fitting based on minimum absolute deviations

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