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Alternative Methods of Linear Regression

Authors: Giloni, A.
Padberg, M.
Keywords: lı-, l2-, l∞-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 lı-, l2-, and l∞-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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