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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