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An error estimate for least squares approximation

โœ Scribed by G. M. Phillips; B. N. Sahney


Publisher
Springer Netherlands
Year
1975
Tongue
English
Weight
234 KB
Volume
15
Category
Article
ISSN
0006-3835

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An approximation algorithm for least med
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Least median of squares (LMS) regression is a robust method to fit equations to observed data (typically in a linear model). This paper describes an approximation algorithm for LMS regression. The algorithm generates a regression solution with median residual no more than twice the optimal median re