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  An algorithm for the minimum sum of weighted absolute errors regression
 
 
Title: An algorithm for the minimum sum of weighted absolute errors regression
Author: Narula, Subhash C.
Wellington, John F.
Appeared in: Communications in statistics
Paging: Volume 6 (1977) nr. 4 pages 341-352
Year: 1977
Contents: We propose an algorithm to estimate the unknown constants in a multiple linear regression model under the minimum sum of weighted absolute errors (MSWAE). The proposed algorithm, a generalization of an earlier algorithm, is compared to a bounded variable algorithm. Some somputational experience is reported.
Publisher: Taylor & Francis
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 10 found articles
 
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