Using the least squares estimator in Chebyshev estimation

DOI10.1080/03610918008812136MaRDI QIDQ3915839zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918008812136

zbMATH Keywords

Barrodale and Phillips algorithmChebyshev estimationgeneral linear modelleast squares estimatorminimum maximum deviationmodified simplex algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear programming (90C05) Applications of mathematical programming (90C90)

Cites work

• Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]
• Algorithms for best \(L_ 1\) and \(L_ \infty\) linear approximations on a discrete set
• An Improved Algorithm for Discrete l₁ Linear Approximation
• Using the $L_2 $-Estimator in $L_1 $-Estimation

Cited in

(5)

• A min-max algorithm for non-linear regression models
• The feasible set algorithm for least median of squares regression
• Least absolute value and chebychev estimation utilizing least squares results
• Estimating the parameters in regression with uniformly distributed errors
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise

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