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Examining rounding error in least absolute values regression computations |
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| Authors: | W J Kennedy James E Gentle |
| Institution: | Iowa State University , Ames, Iowa, 50011 |
| Abstract: | Two techniques for detecting inaccuracies in least absolute values (LAV) regression computations are presented and discussed. Examples of the use of the methods are given. The techniques are shown to apply to the more general case of M-estimation. |
| Keywords: | numerical stability perturbation methods |