[PDF] Least Absolute Deviations eBook

Author : P- Bloomfield
Publisher : Springer Science & Business Media
Page : 363 pages
File Size : 28,45 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1468485741

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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.

Author : Joong Hoon Kim
Publisher : Springer
Page : 456 pages
File Size : 28,35 MB
Release : 2015-08-08
Category : Computers
ISBN : 3662479265

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The Harmony Search Algorithm (HSA) is one of the most well-known techniques in the field of soft computing, an important paradigm in the science and engineering community. This volume, the proceedings of the 2nd International Conference on Harmony Search Algorithm 2015 (ICHSA 2015), brings together contributions describing the latest developments in the field of soft computing with a special focus on HSA techniques. It includes coverage of new methods that have potentially immense application in various fields. Contributed articles cover aspects of the following topics related to the Harmony Search Algorithm: analytical studies; improved, hybrid and multi-objective variants; parameter tuning; and large-scale applications. The book also contains papers discussing recent advances on the following topics: genetic algorithms; evolutionary strategies; the firefly algorithm and cuckoo search; particle swarm optimization and ant colony optimization; simulated annealing; and local search techniques. This book offers a valuable snapshot of the current status of the Harmony Search Algorithm and related techniques, and will be a useful reference for practising researchers and advanced students in computer science and engineering.

Author : Yadolah Dodge
Publisher : Springer Science & Business Media
Page : 612 pages
File Size : 22,22 MB
Release : 2008-04-15
Category : Mathematics
ISBN : 0387317422

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The Concise Encyclopedia of Statistics presents the essential information about statistical tests, concepts, and analytical methods in language that is accessible to practitioners and students of the vast community using statistics in medicine, engineering, physical science, life science, social science, and business/economics. The reference is alphabetically arranged to provide quick access to the fundamental tools of statistical methodology and biographies of famous statisticians. The more than 500 entries include definitions, history, mathematical details, limitations, examples, references, and further readings. All entries include cross-references as well as the key citations. The back matter includes a timeline of statistical inventions. This reference will be an enduring resource for locating convenient overviews about this essential field of study.

Author : S. Eakambaram
Publisher : LAP Lambert Academic Publishing
Page : 120 pages
File Size : 50,65 MB
Release : 2011-10
Category :
ISBN : 9783846508565

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This monograph deals with Introduction, Basic Concepts, Brief Review of Regression Theory. It present the work related to Least Absolute Deviations (LAD) Regression and its estimation theory with and without auto correlated errors. LAD and Least Squares estimation of censored regression model with fixed and marginal effects are also discussed. Further, it contains LAD estimation for linear and nonlinear regression model for truncated and censored data.

Author : R.W. Farebrother
Publisher : Springer Science & Business Media
Page : 276 pages
File Size : 38,17 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 146120545X

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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 a clearer understanding of the historical development as well as the essential nature of some of the commonly used statistical estimation procedures. Detailed descriptions of the fitting of linear relationships by the method of least squares and the closely related least absolute deviations and minimax absolute deviations procedures are presented, along with some of the important work by Laplace, Gauss, and Adrain.