Unbiased L1 estimators and their covariances /
The parameters in a linear regression model can be estimated by minimizing the sum of the absolute residuals (L sub 1 estimation) instead of the more classical approach of minimizing the sum of squared residuals (least squares estimation). In addition to other nice properties L sub 1 estimators are...
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Bibliographic Details
| Main Authors: |
Book, D. L. (David Lincoln), 1939-
(Author),
Booker, J.
(Author),
Hartley, H. O.
(Author),
Sielken, Robert L.
(Author) |
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| Corporate Authors: |
Texas A & M Research Foundation,
United States. Office of Naval Research
(sponsoring body.) |
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| Format: | Book
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| Language: | English |
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| Published: |
College Station, Texas :
Institute of Statistics, Texas A & M University,
1980.
|
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| Series: | Technical report (Texas A & M University. Themis Optimization Research Program) ;
no. 64.
|
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| Subjects: | |
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