Two Linear Programming Algorithms for Unbiased Estimation of Linear Models
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Cited in
(8)- On the symmetry of m-estimators computed by the huber-dutter algorithm
- Estimating the parameters in regression with uniformly distributed errors
- On the unbiasedness of robust regression estimators
- Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise
- Transformations in stochastic DEA models
- Alternative methods of linear regression
- Dealing with the multiplicity of solutions of the \(\ell _{1}\) and \(\ell _{\infty }\) regression models
- Minimization technique for a convex function with application to multiple regression model
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