Best subsets regression using LP-norms with 1≤p<∞
From MaRDI portal
Publication:3922020
DOI10.1007/BF02933549zbMath0468.62064MaRDI QIDQ3922020
Publication date: 1981
Published in: Statistische Hefte (Search for Journal in Brave)
Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Probabilistic methods, stochastic differential equations (65C99)
Cites Work
- Unnamed Item
- Unnamed Item
- Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
- Using the $L_2 $-Estimator in $L_1 $-Estimation
- Prediction, Linear Regression and the Minimum Sum of Relative Errors
- A Procedure for Optimal Stepwise MSAE Regression Analysis
- The calculation of linear best Lp approximations