首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On least absolute values estimation
Authors:J E Gentle  W J Kennedy  V A Sposito
Institution:Iowa State University , Ames, Iowa
Abstract:The resistance of least absolute values (L1) estimators to outliers and their robustness to heavy-tailed distributions make these estimators useful alternatives to the usual least squares estimators. The recent development of efficient algorithms for L1 estimation in linear models has permitted their use in practical data analysis. Although in general the L1 estimators are not unique, there are a number of properties they all share. The set of all L1 estimators for a given model and data set can be characterized as the convex hull of some extreme estimators. Properties of the extreme estimators and of the L1-estimate set are considered.
Keywords:L1 estimation  robust estimation  nonuniqueness of L1 estimators
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号