An Efficient Algorithm for the MSAE and the MMAE Regression Problems

DOI10.1137/0909047zbMath0648.65099OpenAlexW2094070891MaRDI QIDQ3793680

John F. Wellington, Subhash C. Narula

Publication date: 1988

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0909047

zbMATH Keywords

numerical examplelinear programmingleast squares regressionmultiple linear regression modelL1 regressionminimum sum of absolute errorsL-infinity regressionminimization of the maximum absolute error

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)

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