A unique estimate of linear regression function by least-absolute-deviations method

被引：0
|
作者：
Cermák, V [1 ]
Henzler, J [1 ]
机构：
[1] Univ Econ, Prague, Czech Republic
来源：
JOURNAL OF NONPARAMETRIC STATISTICS | 2001年 / 13卷 / 03期
关键词：
least-absolute-deviations method; unique estimate;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The purpose of this article is to fill a gap in the method of least absolute deviations. While the method of least squares always gives a unique result, l.a.d., in some cases, does not. In literature and computer programs is the problem solved by convention. Our suggestion of unique estimation generalizes one rather unknown definition of median for even number of observation from [I].
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页码：413 / 424
页数：12
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