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Least absolute value regression: a special case of piecewise linear minimization

 

作者: Richard H. Bartels,   Andrew R. Conn,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1977）
卷期: Volume 6, issue 4  

页码: 329-339

 

ISSN:0361-0918

 

年代: 1977

 

DOI:10.1080/03610917708812048

 

出版商: Marcel Dekker, Inc.

 

关键词: L1estimation;L∞estimation;least maximum absolute value regression;restricted regression;linear programming

 

数据来源: Taylor

 

摘要:

The Barrodale and Roberts algorithm for least absolute value (LAV) regression and the algorithm proposed by Bartels and Conn both have the advantage that they are often able to skip across points at which the conventional simplex-method algorithms for LAV regression would be required to carry out an (expensive) pivot operation.

 

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