LEAST ABSOLUTE VALUE ESTIMATION
Author:
Affiliation:
1. Science University of Tokyo
Publisher
The Operations Research Society of Japan
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://www.jstage.jst.go.jp/article/jorsj/40/2/40_KJ00001203093/_pdf
Reference43 articles.
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2. 2) AMEMIYA T. Advanced Econometrics. Harvard University Press. (1985)
3. 3) ARMSTRONG R. D. A Revised Simplex Algorithm for the Absolute Deviation Curve Fitting Problem. Communication in Statistics-Simulation and Computation, B. (1979) vol.8, no.2, p.175-190.
4. 4) ARTHANARI T. S. Mathematical Programming in Statistics. John Wiley & Sons. (1981)
5. 5) BASSETT G. Asymptotic Theory of Least Absolute Error Regression. Journal of the American Statistical Association. (1978) vol.73, p.618-622.
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