Sensitivity analysis of constrained linear \(L_1\) regression: perturbations to response and predictor variables

DOI10.1016/j.csda.2004.03.015zbMath1429.62300OpenAlexW2038020932MaRDI QIDQ957158

Mingren Shi, Mark A. Lukas

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.03.015

zbMATH Keywords

stabilityrobustnesssensitivity analysisdiagnosticsactive setleast absolute deviations\(L_{1}\) regressionreduced gradient algorithm

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (2)

Computing multiple-output regression quantile regions ⋮ Sensitivity analysis of constrained linear \(L_1\) regression: Perturbations to constraints, addition and deletion of observations

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