Algorithm AS 135: Min-Max Estimates for a Linear Multiple Regression Problem

DOI10.2307/2346829zbMath0454.65090OpenAlexW2795842313MaRDI QIDQ3902452

David S. Kung, Ronald D. Armstrong

Publication date: 1979

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346829

zbMATH Keywords

simplex algorithmmin-max estimateslinear multiple regression problemlinear programming dual method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of algorithms and problem complexity (68Q25) Numerical mathematical programming methods (65K05) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)

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