Alternative methods of linear regression

Mathematical and Computer Modelling

Volumn 35, Issue 3-4, 2002, Pages 361-374

  Giloni, A ^a   Padberg, M ^b  

^a YESHIVA UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

regression; 1 ; 2 ; Linear programming

Indexed keywords

EID: 0036172026     PISSN: 08957177     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0895-7177(01)00170-4     Document Type: Article

References (31)

1. The method of least squares and some alternatives - Part I
2. The method of least squares and some alternatives - Part II
3. The method of least squares and some alternatives - Part III
4. The method of least squares and some alternatives - Part IV
5. The method of least squares and some alternatives - Part V
6. The method of least squares and some alternatives - Addendum to Part IV
7. Portfolio analysis in a stable Paretian market
8. The variation of some other speculative prices
9. Regression with non-Gaussian stable disturbances: Some sampling results
10. Mean-absolute-deviation characteristic lines for securities and portfolios
11. Regression quantiles
12. A simple approximation of the sampling distribution of least absolute residuals regression estimates
13. Estimation by minimizing the sum of absolute errors
14. Two linear programming algorithms for unbiased estimation of linear models
15. Asymptotic theory of least absolute error regression
16. Asymptotics for least absolute deviation regression estimators
17. 1 estimation
18. LAV (least absolute value) estimation in linear regression: A review
19. Über tschebyschefsche annäherungsmethoden
20. An example of the large sample behavior of the midrange
21. Nonuniqueness of least absolute values regression
22. The minimum sum of absolute errors regression: A state of the art survey
23. MSAE estimation: An alternative approach to regression analysis for economic forecasting applications