A mathematical programming approach for improving the robustness of least sum of absolute deviations regression

This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be too sensitiv...

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Veröffentlicht in:	Naval research logistics Jg. 53; H. 4; S. 261 - 271
Hauptverfasser:	Giloni, Avi, Sengupta, Bhaskar, Simonoff, Jeffrey S.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Hoboken Wiley Subscription Services, Inc., A Wiley Company 01.06.2006
Schlagworte:	algorithms breakdown point knapsack problem nonlinear mixed integer programming robust regression
ISSN:	0894-069X, 1520-6750
Online-Zugang:	Volltext
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