Least Absolute Deviations, 1

Name: Least Absolute Deviations, 1
Brand: Springer, Berlin
SKU: 9781468485769
Price: 19075 HUF
Availability: InStock

Theory, Applications and Algorithms

Szerző: P- Bloomfield, teiger

Nyelv:

Kötés: Puha kötésű

Kiadó: Springer, Berlin

Elérhetőség: Beszállítói készleten

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Least squares is probably the best known method for fitting linear models and by far the most widely...

Információk a könyvről

Szerző

P- Bloomfield, teiger

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

1984

oldal

351

EAN

9781468485769

ISBN

1468485768

Enbook ID

02010754

Kiadó

Springer, Berlin

Súly

538

Méretek

152 x 229 x 19

Teljes leírás

Least squares is probably the best known method for fitting linear models and by far the most widely used. Surprisingly, the discrete L 1 analogue, least absolute deviations (LAD) seems to have been considered first. Possibly the LAD criterion was forced into the background because of the com putational difficulties associated with it. Recently there has been a resurgence of interest in LAD. It was spurred on by work that has resulted in efficient al gorithms for obtaining LAD fits. Another stimulus came from robust statistics. LAD estimates resist undue effects from a feyv, large errors. Therefore. in addition to being robust, they also make good starting points for other iterative, robust procedures. The LAD criterion has great utility. LAD fits are optimal for linear regressions where the errors are double exponential. However they also have excellent properties well outside this narrow context. In addition they are useful in other linear situations such as time series and multivariate data analysis. Finally, LAD fitting embodies a set of ideas that is important in linear optimization theory and numerical analysis. viii PREFACE In this monograph we will present a unified treatment of the role of LAD techniques in several domains. Some of the material has appeared in recent journal papers and some of it is new. This presentation is organized in the following way. There are three parts, one for Theory, one for Applicatior.s and one for Algorithms.

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Least Absolute Deviations, 1

Theory, Applications and Algorithms

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