Using the least squares estimator in Chebyshev estimation

DOI10.1080/03610918008812136zbMath0464.62057OpenAlexW1505031222MaRDI QIDQ3915839

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Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812136

zbMATH Keywords

least squares estimatorgeneral linear modelmodified simplex algorithmChebyshev estimationBarrodale and Phillips algorithmminimum maximum deviation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Linear programming (90C05)

Related Items (5)

Estimating the parameters in regression with uniformly distributed errors ⋮ Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise ⋮ Least absolute value and chebychev estimation utilizing least squares results ⋮ The feasible set algorithm for least median of squares regression ⋮ A min-max algorithm for non-linear regression models

Cites Work

• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]
• Using the $L_2 $-Estimator in $L_1 $-Estimation
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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