Least Absolute Deviations

Least Absolute Deviations
Author :
Publisher : Springer Science & Business Media
Total Pages : 363
Release :
ISBN-10 : 9781468485745
ISBN-13 : 1468485741
Rating : 4/5 (45 Downloads)

Book Synopsis Least Absolute Deviations by : P- Bloomfield

Download or read book Least Absolute Deviations written by P- Bloomfield and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Related Books

Least Absolute Deviations
Language: en
Pages: 363
Authors: P- Bloomfield
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 absolu
The Concise Encyclopedia of Statistics
Language: en
Pages: 612
Authors: Yadolah Dodge
Categories: Mathematics
Type: BOOK - Published: 2008-04-15 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The Concise Encyclopedia of Statistics presents the essential information about statistical tests, concepts, and analytical methods in language that is accessib
Alternative Methods of Regression
Language: en
Pages: 248
Authors: David Birkes
Categories: Mathematics
Type: BOOK - Published: 2011-09-20 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Of related interest. Nonlinear Regression Analysis and its Applications Douglas M. Bates and Donald G. Watts ".an extraordinary presentation of concepts and met
Fitting Linear Relationships
Language: en
Pages: 276
Authors: R.W. Farebrother
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book describes the development of statistics, which for more than a century was called "the calculus of observations." The approach will help readers gain
Learning Statistics with R
Language: en
Pages: 617
Authors: Daniel Navarro
Categories: Computers
Type: BOOK - Published: 2013-01-13 - Publisher: Lulu.com

DOWNLOAD EBOOK

"Learning Statistics with R" covers the contents of an introductory statistics class, as typically taught to undergraduate psychology students, focusing on the