Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions

DOI10.1080/00949650701460616MaRDI QIDQ3543758zbMATH OpenOpenAlexFDO

Authors Ali S. Hadi, R. Mínguez, Enrique Castillo, Carmen Castillo

Publication date 4 December 2008

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650701460616

zbMATH Keywords

dual problemdual variablesmathematical programmingoptimization problemsoutliersprimal problem

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Applications of mathematical programming (90C90)

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Cited in

(5)

• Sensitivity analysis of constrained linear \(L_1\) regression: Perturbations to constraints, addition and deletion of observations
• Robust coefficients of correlation or spatial autocorrelation based on implicit weighting
• scientific article; zbMATH DE number 3856231 (Why is no real title available?)
• Perturbation analysis for the minimum sum of absolute errors regression
• From robust neural networks toward robust nonlinear quantile estimation

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