Linear Programming Techniques for Regression Analysis

Related Items

Multivariate multiple linear regression based on the minimum sum of absolute errors criterion, An assessment of some criticisms of goal programming, A pure \(L_1\)-norm principal component analysis, Least Absolute Regression Revisited, Multicriteria decision systems for financial problems, An interior point algorithm for nonlinear quantile regression, THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS, Mixed integer nonlinear goal programming approach to variable selection in linear regression, Computation of certain minimum L₂–distance type estimators under the linear model, On L1 and Chebyshev estimation, L₁for the simple linear regression model, Subset selection for multiple linear regression via optimization, An investigation of the use of goal programming to fit response surfaces, On ``pre-historic linear programming and the figure of the Earth, Dyadic analysis for multi-block data in sport surveys analytics, Constrained \(l_ 1\) estimation via geometric programming, Simple but powerful goal programming models for discriminant problems, Continuous location of dimensional structures., Robust time series analysis, Assessing a set of additive utility functions for multicriteria decision- making, the UTA method, Linear facility location. Solving extensions of the basic problem, Using quantile regression for rate-making, Bayesian quantile regression analysis for continuous data with a discrete component at zero, On l₁regression coeficients, On the invariance of certain estimators, A robust multiquadric method for digital elevation model construction, Unnamed Item, Lagrangian approach for large-scale least absolute value estimation, Preference disaggregation: 20 years of MCDA experience., Adaptive methods for solvings minimax problems^∗, Least absolute value regression: recent contributions, On the discrete linear L\(_1\) approximation and L\(_1\) solutions of overdetermined linear equations, Efficient implementation and benchmark of interior point methods for the polynomial \(L_{1}\) fitting problem., Linear quantile mixed models, Linear programming techniques for multidimensional analysis of preferences, Robustness weight by weighted median distance, Mathematical programming applied to linear approximation of functions, An ordinal regression approach for analyzing consumer preferences in the art market, On a class of interval predictor models with universal reliability, Goal programming and multiple objective optimizations. Part I, Linear programming for weighted deviation problems using compact basis techniques, Linear goal programming in estimation of classification probability, Another look at linear programming for feature selection via methods of regularization, An interval programming algorithm for discrete linear \(L_ 1\) approximation problems, Origins and uses of linear programming methods for treating \(L_1\) and \(L_{\infty}\) regressions: corrections and comments on Castillo et al. (2008), Median hyperplanes in normed spaces -- a survey, Predicting recovery rates using logistic quantile regression with bounded outcomes, Finding Least-Distances Lines, Estimating the weights for multiple attributes in a composite criterion using pairwise judgments, A new LAD curve-fitting algorithm: Slightly overdetermined equation systems in \(L_ 1\), Approximation in normed linear spaces, Preference disaggregation for measuring and analysing customer satisfaction: The MUSA method, On the use of the simplex algorithm for the absolute deviation curve fitting problem, 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, Algorithms for unconstrained \(L_ 1\) simple linear regression, Multicriteria classification and sorting methods: A literature review, An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.