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Original Articles

The best subset of parameters in min-max linear regression

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Pages 263-270 | Received 01 Feb 1983, Published online: 27 Jun 2007

References

  • Armstrong , R. D. and Beck , P. 0. 1983 . The Best Parameter Subset Using the Chebychev Curve Fitting Criterion . Mathematical Programming , 27 ( 1 ) : 64 – 74 .
  • Armstrong , R. D. , Beck , P. 0. and Kung , M. T. 1984 . The Best Subset of Parameters in Least Absolute Value Regression . ACM Transactions on Mathematical Software , 10 ( 1 ) : 202 – 206 .
  • Armstrong , R. D. and Kung , D. S. 1979 . Min-Max Estimates For a Linear Multiple Regression Problem . Applied Statistics , 28 ( 1 ) : 93 – 100 .
  • Beale , E. M. L. , Kendall , M. G. and Mann , D. W. 1967 . The Discarding of Variables in Multivariate Analysis . Biometrica , 54 ( 1 ) : 357 – 366 .
  • Brannigan , Michael . 1985 . Discrete Chebyshev Approximation with Linear Constraints . SIAM Journal on Numerical Analysis , 22 ( 1 ) : 1 – 15 .
  • Furnival , G. M. and Wilson , R. W. 1974 . Regression by Leaps and Bounds . Technometrics , 16 ( 1 ) : 499 – 512 .
  • Kennedy , W. J. and Gentle , J. E. 1980 . Statistical Computing , New York : Marcel Dekker .
  • Narula , S. C. and Wellington , J. F. 1979 . Selection of Variables in Linear Regression Using the Minimum Sum of Weighted Absolute Errors Criterion . Technometrics , 21 : 299 – 306 .

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