The minimum sum of absolute errors regre
โ
Subhash C. Narula; Paulo H. N. Saldiva; Carmen D. S. Andre; Silvia N. Elian; Aur
๐
Article
๐
1999
๐
John Wiley and Sons
๐
English
โ 134 KB
๐ 1 views
This paper concerns the minimum sum of absolute errors regression. It is a more robust alternative to the popular least squares regression whenever there are outliers in the values of the response variable, or the errors follow a long tailed distribution, or the loss function is proportional to the