Fitting a linear regression model by combining least squares and least absolute value estimation.

Allende, Sira, Bouza, Carlos, and Romero, Isidro. "Fitting a linear regression model by combining least squares and least absolute value estimation.." Qüestiió 19.1-2-3 (1995): 107-121. <http://eudml.org/doc/40235>.

@article{Allende1995,
abstract = {Robust estimation of the multiple regression is modeled by using a convex combination of Least Squares and Least Absolute Value criterions. A Bicriterion Parametric algorithm is developed for computing the corresponding estimates. The proposed procedure should be specially useful when outliers are expected. Its behavior is analyzed using some examples.},
author = {Allende, Sira, Bouza, Carlos, Romero, Isidro},
journal = {Qüestiió},
keywords = {Regresión lineal; Ajuste de superficies; Estimadores robustos; Datos atípicos; Modelos paramétricos; Regresión múltiple; outliers in regression; regression; bicriteria parametric algorithm},
language = {eng},
number = {1-2-3},
pages = {107-121},
title = {Fitting a linear regression model by combining least squares and least absolute value estimation.},
url = {http://eudml.org/doc/40235},
volume = {19},
year = {1995},
}

TY - JOUR
AU - Allende, Sira
AU - Bouza, Carlos
AU - Romero, Isidro
TI - Fitting a linear regression model by combining least squares and least absolute value estimation.
JO - Qüestiió
PY - 1995
VL - 19
IS - 1-2-3
SP - 107
EP - 121
AB - Robust estimation of the multiple regression is modeled by using a convex combination of Least Squares and Least Absolute Value criterions. A Bicriterion Parametric algorithm is developed for computing the corresponding estimates. The proposed procedure should be specially useful when outliers are expected. Its behavior is analyzed using some examples.
LA - eng
KW - Regresión lineal; Ajuste de superficies; Estimadores robustos; Datos atípicos; Modelos paramétricos; Regresión múltiple; outliers in regression; regression; bicriteria parametric algorithm
UR - http://eudml.org/doc/40235
ER -