Nonlinear LP-norm estimation: part I - on the choice of the exponent, p, where the errors are additive

DOI10.1080/03610928508828952zbMath0569.62055OpenAlexW2080375549MaRDI QIDQ3685868

Arthur H. Money, René Gonin

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828952

zbMATH Keywords

asymptotic variancekurtosisoptimal exponentsymmetric error distributionL sub p-norm estimators

Mathematics Subject Classification ID

General nonlinear regression (62J02) Monte Carlo methods (65C05)

Related Items (3)

Fitting piecewise linear continuous functions ⋮ Numerical algorithms for solving nonlinearL_р-norm estimation problems: part II - a mixture method for large residual and illo-conditioned problems ⋮ Huber approximation for the non-linear \(l_{1}\) problem

Cites Work

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• The optimal L_pnorm estimator in linear regression models
• The linear regression model: L_pnorm estimation and the choice of p
• Nonuniqueness of least absolute values regression
• Asymptotic Properties of Non-Linear Least Squares Estimators
• On an algorithm for discrete nonlinear L1 approximation
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation

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