A Branch and Bound Procedure for Selection of Variables in Minimax Regression

DOI10.1137/0906040zbMath0583.62062OpenAlexW1983938594MaRDI QIDQ3706360

Subhash C. Narula, John F. Wellington

Publication date: 1985

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0906040

zbMATH Keywords

branch-and-bound algorithmimplicit enumerationabsolute errormultiple linear regression modelselection of variablesminimax regressionminimization of the maximum weighted absolute errorPreoptimality tests

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Empirical decision procedures; empirical Bayes procedures (62C12)

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