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Linear programming approach to LMS-estimation

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Publication:674202
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DOI10.1016/0167-9473(93)E0051-5zbMath0875.62292MaRDI QIDQ674202

Pavel Boček, Petr Lachout

Publication date: 28 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)


zbMATH Keywords

Order statisticsLMS estimatorRegression residualsThe Simplex Method


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99)


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