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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Vydané v:	Naval research logistics Ročník 53; číslo 4; s. 261 - 271
Hlavní autori:	Giloni, Avi, Sengupta, Bhaskar, Simonoff, Jeffrey S.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Hoboken Wiley Subscription Services, Inc., A Wiley Company 01.06.2006
Predmet:	algorithms breakdown point knapsack problem nonlinear mixed integer programming robust regression
ISSN:	0894-069X, 1520-6750
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