Least absolute value and chebychev estimation utilizing least squares results

DOI10.1007/BF01585115zbMATH Open0536.65009MaRDI QIDQ3321322FDOQ3321322

Authors: Michael G. Sklar, Ronald D. Armstrong 

Publication date: 1982

Published in: Mathematical Programming (Search for Journal in Brave)

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zbMATH Keywords

exploratory data analysisleast squaresminimaxcurve fittingChebyshev normleast absolute values

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10)

Cites Work

• Algorithm AS 135: Min-Max Estimates for a Linear Multiple Regression Problem
• Using the least squares estimator in Chebyshev estimation
• Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• On L1 and Chebyshev estimation
• A revised simplex algorithm for the absolute deviation curve fitting problem
• A Comparison of Two Algorithms for Absolute Deviation Curve Fitting
• Title not available (Why is that?)
• Using the $L_2 $-Estimator in $L_1 $-Estimation
• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• Discrete approximation in the L1 norm
• Title not available (Why is that?)

Cited In (5)

• Estimating the parameters in regression with uniformly distributed errors
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Extensions to a Best Subset Algorithm for Least Absolute Value Estimation
• Lagrangian approach for large-scale least absolute value estimation

Uses Software

• IMSL Numerical Libraries
• AS 135

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