Distributionally robust L1-estimation in multiple linear regression

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Distributionally robust L1-estimation in multiple linear regression

Linear regression is one of the most important and widely used techniques in data analysis, for which a key step is the estimation of the unknown parameters. However, it is often carried out under the assumption that the full information of the error distribution is available. This is clearly unreal...

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Bibliographic Details
Main Authors:	Gong, Z., Liu, C., Sun, Jie, Teo, Kok Lay
Format:	Journal Article
Published:	Springer Verlag 2018
Online Access:	http://purl.org/au-research/grants/arc/DP160102819 http://hdl.handle.net/20.500.11937/73292

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