The best parameter subset using the Chebychev curve fitting criterion
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Publication:3662506
DOI10.1007/BF02591964zbMath0515.65012OpenAlexW2051943137MaRDI QIDQ3662506
P. O. Beck, Ronald D. Armstrong
Publication date: 1983
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02591964
Numerical smoothing, curve fitting (65D10) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)
Uses Software
Cites Work
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- On L1 and Chebyshev estimation
- Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion
- A dual method for discrete Chebychev curve fitting
- Algorithm AS 135: Min-Max Estimates for a Linear Multiple Regression Problem
- Regressions by Leaps and Bounds
- Experiments in mixed-integer linear programming using pseudo-costs
- The simplex method of linear programming using LU decomposition
- Applications of Linear Programming to Numerical Analysis
- Integer Programming Algorithms: A Framework and State-of-the-Art Survey
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