scholarly journals Global optimization for low-dimensional switching linear regression and bounded-error estimation

Automatica ◽  
2018 ◽  
Vol 89 ◽  
pp. 73-82 ◽  
Author(s):  
Fabien Lauer
Keyword(s):  
Global Optimization ◽  
Linear Regression ◽  
Error Estimation ◽  
Bounded Error ◽  
Low Dimensional

scholarly journals Model selection via worst-case criterion for nonlinear bounded-error estimation

2000 ◽  
Vol 49 (3) ◽  
pp. 653-658 ◽  
Author(s):  
S. Brahim-Belhouari ◽  
M. Kieffer ◽  
G. Fleury ◽  
L. Jaulin ◽  
E. Walter
Keyword(s):  
Model Selection ◽  
Error Estimation ◽  
Worst Case ◽  
Bounded Error

scholarly journals A Comparison of Ordinary Least Squares and Least Absolute Error Estimation

1988 ◽  
Vol 4 (3) ◽  
pp. 517-527 ◽  
Author(s):  
Andrew A. Weiss
Keyword(s):  
Linear Regression ◽  
Least Squares ◽  
Error Estimation ◽  
Method Of Moments ◽  
Linear Regression Model ◽  
Generalized Method Of Moments ◽  
Absolute Error ◽  
Ordinary Least Squares ◽  
Hausman Test ◽  
Heteroscedastic Errors

In a linear-regression model with heteroscedastic errors, we consider two tests: a Hausman test comparing the ordinary least squares (OLS) and least absolute error (LAE) estimators and a test based on the signs of the errors from OLS. It turns out that these are related by the well-known equivalence between Hausman and the generalized method of moments tests. Particular cases, including homoscedasticity and asymmetry in the errors, are discussed.

scholarly journals A Minimax Chebyshev Estimator for Bounded Error Estimation

2008 ◽  
Vol 56 (4) ◽  
pp. 1388-1397 ◽  
Author(s):  
Yonina C. Eldar ◽  
Amir Beck ◽  
Marc Teboulle
Keyword(s):  
Error Estimation ◽  
Bounded Error
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