Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Algorithm for the Constrained Chebyshev Estimation in Linear Regression

  • Kim, Bu-yong (Department of Statistics Sookmyung Women's University)
  • Published : 2000.04.01
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Abstract

This article is concerned with the algorithm for the Chebyshev estimation with/without linear equality and/or inequality constraints. The algorithm employs a linear scaling transformation scheme to reduce the computational burden which is induced when the data set is quite large. The convergence of the proposed algorithm is proved. And the updating and orthogonal decomposition techniques are considered to improve the computational efficiency and numerical stability.

Keywords

References

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