Extensions to a Best Subset Algorithm for Least Absolute Value Estimation

DOI10.1080/01966324.1988.10737231MaRDI QIDQ5750199zbMATH OpenOpenAlexWikidataFDO

Authors 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

robust estimationinteger programmingleast absolute value estimationbest subsets

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3532732 (Why is no real title available?)
• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Least absolute value and chebychev estimation utilizing least squares results
• On L1 and Chebyshev estimation

Cited in

(1)

• Least absolute value regression: recent contributions

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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