L1-Norm and L∞-Norm Estimation

An Introduction to the Least Absolute Residuals, the Minimax Absolute Residual and Related Fitting Procedures

Nonfiction, Science & Nature, Mathematics, Algebra, Statistics
Cover of the book L1-Norm and L∞-Norm Estimation by Richard Farebrother, Springer Berlin Heidelberg
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Author: Richard Farebrother ISBN: 9783642363009
Publisher: Springer Berlin Heidelberg Publication: April 3, 2013
Imprint: Springer Language: English
Author: Richard Farebrother
ISBN: 9783642363009
Publisher: Springer Berlin Heidelberg
Publication: April 3, 2013
Imprint: Springer
Language: English

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.​

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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.​

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