Algorithm 615: the best subset of parameters in leasst absolute value regression

DOI10.1145/399.319410zbMath0544.65099OpenAlexW2086358085MaRDI QIDQ3334042

P. O. Beck, Ronald D. Armstrong, Mabel Tam Kung

Publication date: 1984

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/399.319410

zbMATH Keywords

branch and boundFORTRANsubroutinesleast absolute value regression

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion
• Algorithm 552: Solution of the Constrained I ₁ Linear Approximation Problem [F4]
• L ₁ solution of overdetermined systems of linear equations
• A Dual Algorithm to Solve Linear Least Absolute Value Problems
• Regressions by Leaps and Bounds
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