Least Absolute Deviations
Title | Least Absolute Deviations PDF eBook |
Author | P- Bloomfield |
Publisher | Springer Science & Business Media |
Pages | 363 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1468485741 |
Least squares is probably the best known method for fitting linear models and by far the most widely used. Surprisingly, the discrete L 1 analogue, least absolute deviations (LAD) seems to have been considered first. Possibly the LAD criterion was forced into the background because of the com putational difficulties associated with it. Recently there has been a resurgence of interest in LAD. It was spurred on by work that has resulted in efficient al gorithms for obtaining LAD fits. Another stimulus came from robust statistics. LAD estimates resist undue effects from a feyv, large errors. Therefore. in addition to being robust, they also make good starting points for other iterative, robust procedures. The LAD criterion has great utility. LAD fits are optimal for linear regressions where the errors are double exponential. However they also have excellent properties well outside this narrow context. In addition they are useful in other linear situations such as time series and multivariate data analysis. Finally, LAD fitting embodies a set of ideas that is important in linear optimization theory and numerical analysis. viii PREFACE In this monograph we will present a unified treatment of the role of LAD techniques in several domains. Some of the material has appeared in recent journal papers and some of it is new. This presentation is organized in the following way. There are three parts, one for Theory, one for Applicatior.s and one for Algorithms.
Least Absolute Deviations
Title | Least Absolute Deviations PDF eBook |
Author | Peter Bloomfield |
Publisher | |
Pages | 349 |
Release | 1983 |
Genre | Curve fitting |
ISBN | 9783764331573 |
The Concise Encyclopedia of Statistics
Title | The Concise Encyclopedia of Statistics PDF eBook |
Author | Yadolah Dodge |
Publisher | Springer Science & Business Media |
Pages | 612 |
Release | 2008-04-15 |
Genre | Mathematics |
ISBN | 0387317422 |
The Concise Encyclopedia of Statistics presents the essential information about statistical tests, concepts, and analytical methods in language that is accessible to practitioners and students of the vast community using statistics in medicine, engineering, physical science, life science, social science, and business/economics. The reference is alphabetically arranged to provide quick access to the fundamental tools of statistical methodology and biographies of famous statisticians. The more than 500 entries include definitions, history, mathematical details, limitations, examples, references, and further readings. All entries include cross-references as well as the key citations. The back matter includes a timeline of statistical inventions. This reference will be an enduring resource for locating convenient overviews about this essential field of study.
Least absolute deviations
Title | Least absolute deviations PDF eBook |
Author | Chiou-yueh Gun |
Publisher | |
Pages | 94 |
Release | 1993 |
Genre | |
ISBN |
Least Absolute Deviations Curve-fitting
Title | Least Absolute Deviations Curve-fitting PDF eBook |
Author | Peter Bloomfield |
Publisher | |
Pages | 0 |
Release | 1977 |
Genre | |
ISBN |
Least Absolute Deviation Regression Theory and Methods
Title | Least Absolute Deviation Regression Theory and Methods PDF eBook |
Author | S. Eakambaram |
Publisher | LAP Lambert Academic Publishing |
Pages | 120 |
Release | 2011-10 |
Genre | |
ISBN | 9783846508565 |
This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.
Nonparametric Least Absolute Deviations Estimation
Title | Nonparametric Least Absolute Deviations Estimation PDF eBook |
Author | Joon-Woo Nahm |
Publisher | |
Pages | 266 |
Release | 1989 |
Genre | |
ISBN |