Extensions to a Best Subset Algorithm for Least Absolute Value Estimation

DOI10.1080/01966324.1988.10737231zbMATH Open0718.62157OpenAlexW1972316664WikidataQ58291735 ScholiaQ58291735MaRDI QIDQ5750199FDOQ5750199

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

• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• On L1 and Chebyshev estimation
• Computational Algorithms for Calculating Least Absolute Value and Chebyshev Estimates for Multiple Regression
• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• Least absolute value and chebychev estimation utilizing least squares results
• Title not available (Why is that?)

Cited In (1)

• Least absolute value regression: recent contributions

Uses Software

• IMSL Numerical Libraries

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