On Bather's stochastic approximation algorithm
Rainer Schwabe (1994)
Kybernetika
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Displaying similar documents to “Recursive estimates of quantile based on 0-1 observations”
On Bather's stochastic approximation algorithm
Confidence band for regression line with exponential distribution of errors
Karel Zvára (1995)
Kybernetika
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Bootstraping of M-smoothers
Matouš Maciak (2011)
Acta Universitatis Carolinae. Mathematica et Physica
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Fitting a linear regression model by combining least squares and least absolute value estimation.
Sira Allende, Carlos Bouza, Isidro Romero (1995)
Qüestiió
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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.