Farebrother L1-Norm and L8-Norm Estimation

An Introduction to the Least Absolute Residuals, the Minimax Absolute Residual and Related Fitting Procedures
1. Auflage 2013
ISBN: 978-3-642-36300-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 58 Seiten, eBook

Reihe: SpringerBriefs in Statistics

This monograph is concerned with the fitting of linear relationships in the context of the linear statistical model. As alternatives to the familiar least squared residuals procedure, it investigates the relationships between the least absolute residuals, the minimax absolute residual and the least median of squared residuals procedures. It is intended for graduate students and research workers in statistics with some command of matrix analysis and linear programming techniques.

Zielgruppe

Graduate

Autoren/Hrsg.

Farebrother, Richard

Inhaltsverzeichnis

Introduction.- Point Fitting Problems in One- and Two-dimensions.- The Hyperplane Fitting Problem in Two or More Dimensions.- Linear Programming Computations.- Statistical Theory.- The Least Median of Squared Residuals Procedure.- Mechanical Representations.- References.- Index of Names.

Über Autor(innen)

Dr. Richard William Farebrother was a member of the teaching staff of the Victoria University of Manchester 1970-1993 and an Honorary Reader in Econometrics 1993-2001. He has published three books: Linear Least Squares Computations (1988), Fitting Linear Relationships (1999), and Visualizing Statistical Models and Concepts (2002). He has also published more than 150 research papers.