Least Absolute Deviations - Theory, Applications and Algorithms (Paperback, Softcover reprint of the original 1st ed. 1983)

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."

General

Imprint:	Birkhauser Boston
Country of origin:	United States
Series:	Progress in Probability, 6
Release date:	December 2012
First published:	December 2012
Authors:	P. Bloomfield • Steiger
Dimensions:	229 x 152 x 19mm (L x W x T)
Format:	Paperback
Pages:	351
Edition:	Softcover reprint of the original 1st ed. 1983
ISBN-13:	978-1-4684-8576-9
Categories:	Books > Science & Mathematics > Mathematics > Numerical analysis Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	1-4684-8576-8
Barcode:	9781468485769

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