Title: | Alternative Methods of Linear Regression |
Authors: | Giloni, A. Padberg, M. |
Keywords: | lñ-, l2-, lâÂÂ-regression;Linear programming |
Issue Date: | May-2001 |
Publisher: | Stern School of Business, New York University |
Series/Report no.: | SOR-98-3 |
Abstract: | This paper is a survey on traditional linear regression techniques using the lñ-, l2-, and lâÂÂ-norm. We derive the characterization of the respective regression estimates (including optimality and uniqueness criteria), as well as discuss some of their statistical properties. |
URI: | http://hdl.handle.net/2451/14776 |
Appears in Collections: | IOMS: Statistics Working Papers |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
SOR-98-3.pdf | 1.25 MB | Adobe PDF | View/Open |
Items in FDA are protected by copyright, with all rights reserved, unless otherwise indicated.