Multiple criteria linear regression
DOI10.1016/J.EJOR.2006.06.026zbMATH Open1131.62308OpenAlexW2036968861MaRDI QIDQ877054FDOQ877054
Subhash C. Narula, John F. Wellington
Publication date: 19 April 2007
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2006.06.026
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linear programmingleast squares regressionLAD\(l_{\infty }\) regression\(l_{1}\) regressionalternatives to least squaresLAEminimax regressionminimum sum of absolute errors regressionMSAE
Point estimation (62F10) Linear regression; mixed models (62J05) Linear programming (90C05) Applications of mathematical programming (90C90)
Cites Work
- Algorithm AS 135: Min-Max Estimates for a Linear Multiple Regression Problem
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]
- Least absolute value regression: recent contributions
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- Restricted Least Squares Regression and Convex Quadratic Programming
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
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- Coefficients of determinations for variable selection in the msae regression
- Influence measure for the L1regression
Cited In (9)
- Some criterion for the least square regression plane
- A neural network approach to MINMAD regression problem can be formulated a goal programming model
- Real-time fuzzy regression analysis: a convex hull approach
- Title not available (Why is that?)
- Valuating residential real estate using parametric programming
- Locating hyperplanes to fitting set of points: a general framework
- Multivariate multiple linear regression based on the minimum sum of absolute errors criterion
- A multicriteria approach to model specification and estimation
- Multi-criteria optimization in regression
Uses Software
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