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The Minimum Sum of Absolute Errors Regression

 

作者: NarulaSubhash C.,  

 

期刊: Journal of Quality Technology  (Taylor Available online 1987)
卷期: Volume 19, issue 1  

页码: 37-45

 

ISSN:0022-4065

 

年代: 1987

 

DOI:10.1080/00224065.1987.11979031

 

出版商: Taylor&Francis

 

关键词: Least Absolute Errors Regression

 

数据来源: Taylor

 

摘要:

The minimum sum of absolute errors MSAE regression is resistant to outliers and error distributions with long tails. It also provides a good starting solution for certain robust regression procedures. A number of efficient algorithms and computer codes have been developed for the MSAE regression. Computer programs have also been included in two major statistical packages. Small sample properties as well as asymptotic distributional results and inferential procedures for the MSAE estimator are now available. Our objective in this paper is to briefly summarize the current state-of-the-art for the MSAE regression.

 

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