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Uniqueness of the least-distances estimator in regression models with multivariate response
Authors:Gilles R. Ducharme
Abstract:In a regression model with univariate response, the quantities derived from the least-absolute-deviations method need not be unique. In this note, we show that, contrary to the univariate case, in a regression model with multivariate response, the least-distances method typically yields quantities that exhibit uniqueness properties that are similar to those obtained by the least-squares method.
Keywords:Least absolute deviations  least distances  multivariate response regression  nonlinear regression  spatial median  uniqueness.  Primary 62J02  secondary 62F35.
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