Extensions to a Best Subset Algorithm for Least Absolute Value Estimation

DOI10.1080/01966324.1988.10737231zbMath0718.62157OpenAlexW1972316664WikidataQ58291735 ScholiaQ58291735MaRDI QIDQ5750199

Michael G. Sklar

Publication date: 1988

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1988.10737231

zbMATH Keywords

integer programmingrobust estimationleast absolute value estimationbest subsets

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Integer programming (90C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Least absolute value regression: recent contributions

Uses Software

• IMSL Numerical Libraries

Cites Work

• Unnamed Item
• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• On L1 and Chebyshev estimation
• Least absolute value and chebychev estimation utilizing least squares results
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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