Alternative Methods of Linear Regression
|Keywords:||lÃÂ±-, l2-, lÃ¢ÂÂ-regression;Linear programming|
|Publisher:||Stern School of Business, New York University|
|Abstract:||This paper is a survey on traditional linear regression techniques using the lÃÂ±-, l2-, and lÃ¢ÂÂ-norm. We derive the characterization of the respective regression estimates (including optimality and uniqueness criteria), as well as discuss some of their statistical properties.|
|Appears in Collections:||IOMS: Statistics Working Papers|
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