An L1 estimation algorithm with degeneracy and linear constraints

Computational Statistics and Data Analysis

Volumn 38, Issue 5, 2002, Pages 35-55

  Shi, Mingren ^a   Lukas, Mark A ^a  

^a MURDOCH UNIVERSITY   (Australia)

Author keywords

Active set; Degeneracy; L1 estimation; Least absolute deviations; Linear constraints; Linear model; Reduced gradient algorithm; Regression

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ESTIMATION; LARGE SCALE SYSTEMS; LINEAR CONTROL SYSTEMS; DATA REDUCTION; RELIABILITY; STATISTICAL METHODS;

ESTIMATION PROBLEMS; LINEAR EQUALITY;

COMPUTATIONAL METHODS; ESTIMATION;

ALGORITHM; ESTIMATION METHOD;

EID: 0037187864     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00049-4     Document Type: Article

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