A Note on Curve Fitting with Minimum Deviations by Linear Programming
作者:
WalterD. Fisher,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1961)
卷期:
Volume 56,
issue 294
页码: 359-362
ISSN:0162-1459
年代: 1961
DOI:10.1080/01621459.1961.10482119
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
For some time it has been well known among specialists in mathematical programming that the statistical problem of fitting a linear multiple regression with the criterion of minimizing the sum of absolute deviations from the regression function (rather than squared deviations) may be reduced to a linear programming problem. But this knowledge seems not widespread among general statisticians.1This note briefly reviews the formulation of this application of linear programming, and its history.
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