Author | Bloomfield, Peter. author |
---|---|
Title | Least Absolute Deviations [electronic resource] : Theory, Applications and Algorithms / by Peter Bloomfield, William L. Steiger |
Imprint | Boston, MA : Birkhรคuser Boston, 1983 |
Connect to | http://dx.doi.org/10.1007/978-1-4684-8574-5 |
Descript | XIV, 351 p. online resource |
1. Generalities -- 1.1 Introduction -- 1.2 Historical Background -- 1.3 Some Mathematical Background -- 1.4 Notes -- 2. LAD in Linear Regression -- 2.1 Introduction -- 2.2 Some Statistical Properties of LAD Estimators -- 2.3 Robustness of LAD: Breakdown and Influence -- 2.4 LAD in M and R-Estimation -- 2.5 Sampling Behavior of LAD -- 2.6 Notes -- 3. LAD in Autoregression -- 3.1 Introduction -- 3.2 Behavior of LAD in Autoregressions -- 3.3 Sampling Behavior of LAD -- 3.4 Notes -- 4. LAD in Multi-Way Tables -- 4.1 One-way layout -- 4.2 Two-way layout -- 4.3 Properties of LAD estimates -- 4.4 LAD and Median Polish -- 4.5 Nonuniqueness of โrow-pius-columnโ fits -- 4.6 Notes -- 5. LAD Spline Fitting -- 5.1 Spline Functions -- 5.2 Conditional and Local Quantiles -- 5.3 Quantile Splines -- 5.4 Examples -- 5.5 Notes -- 6. LAD and Linear Programming -- 6.1 Introduction and Background -- 6.2 LP is LAD is LP -- 6.3 Some Complexity Questions -- 6.4 Dense LP Problems as LAD Fits -- 6.5 Notes -- 7. Algorithms for LAD -- 7.1 Introduction and Background -- 7.2 Three Special Purpose LAD Algorithms -- 7.2.1 The Barrodale-Roberts Algorithm -- 7.2.2 The Bartels-Conn-Sinclair Algorithm -- 7.2.3 The Bloomfield-Steiger Algorithm -- 7.2.4 Summary -- 7.3 The Three Algorithms Compared -- 7.4 Slightly Overdetermined Equation Systems -- 7.5 Other Methods -- 7.6 Notes -- 8. Appendix -- Index of Names -- Index of Subjects