A new descent algorithm for the least absolute value regression problem

DOI10.1080/03610918108812224zbMath0463.65096OpenAlexW1522345735WikidataQ56698206 ScholiaQ56698206MaRDI QIDQ3914380

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Publication date: 1981

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918108812224

zbMATH Keywords

descent algorithmleast absolute value regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• Algorithm AS 132: Least Absolute Value Estimates for a Simple Linear Regression Problem
• A revised simplex algorithm for the absolute deviation curve fitting problem
• On $L_1 $ Approximation II: Computation for Discrete Functions and Discretization Effects
• The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
• Norms for Smoothing and Estimation