Least absolute value regression: recent contributions

被引：77

作者：

Dielman, TE ^{[1
]}

机构：

[1] Texas Christian Univ, MJ Neeley Sch Business, Ft Worth, TX 76129 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2005年 / 75卷 / 04期

关键词：

linear regression models; nonlinear regression models; systems of equations; L-1-norm regression; minimum absolute deviation regression; least absolute deviation regression; minimum sum of absolute errors regression;

D O I：

10.1080/0094965042000223680

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This article provides a review of research involving least absolute value (LAV) regression. The review is concentrated primarily on research published since the survey article by Dielman (Dielman, T. E. (1984). Least absolute value estimation in regression models: An annotated bibliography. Communications in Statistics - Theory and Methods, 4, 513-541.) and includes articles on LAV estimation as applied to linear and non-linear regression models and in systems of equations. Some topics included are computation of LAV estimates, properties of LAV estimators and inferences in LAV regression. In addition, recent work in some areas related to LAV regression will be discussed.

引用

页码：263 / 286

页数：24

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