Alternative Methods of Linear Regression

Giloni, A.; Padberg, M.

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Alternative Methods of Linear Regression

NYU Working Paper No. SOR-98-3

14 Pages Posted: 31 Oct 2008

See all articles by A. Giloni

M. Padberg

affiliation not provided to SSRN

Date Written: May 2001

Abstract

This paper is a survey on traditional linear regression techniques using the lÃÂ±-, l2-, andlÃ¢ÂÂ-norm. We derive the characterization of the respective regression estimates (including optimalityand uniqueness criteria), as well as discuss some of their statistical properties.

Keywords: lÃÂ±-, l2-, lÃ¢ÂÂ-regression, Linear programming

Suggested Citation: Suggested Citation

Giloni, A. and Padberg, M., Alternative Methods of Linear Regression (May 2001). NYU Working Paper No. SOR-98-3, Available at SSRN: https://ssrn.com/abstract=1290954