Page 1

Displaying 1 – 1 of 1

Showing per page

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

Sira Allende, Carlos Bouza, Isidro Romero (1995)

Qüestiió

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.

Currently displaying 1 – 1 of 1

Page 1