Useful generalized properties of L1 estimators |
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| Authors: | V.A. Sposito W.J. Kennedy J.E. Gentle |
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| Affiliation: | Iowa State University , Ames, Iowa, 50011 |
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| Abstract: | Recent results by G. Appa and C. Smith, as well as I. Barrodale and F. D. K. Roberts, underscore several properties exhibited for fitting a linear model to a set of observation points under the criterion of least sum of absolute deviations(commonly denoted as the L1 criterion). This paper will generalize these properties to the non-full rank case and relax in a natural way some assumptions given by Appa and Smith. |
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| Keywords: | least sum of absolute deviations linear model complementary slacknes |
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