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Robust construction of regression models based on the generalized least absolute deviations method

โœ Scribed by A. N. Tyrsin


Book ID
106434363
Publisher
Springer US
Year
2006
Tongue
English
Weight
680 KB
Volume
139
Category
Article
ISSN
1573-8795

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## Abstract This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be