A Maximum Likelihood Approach to Least Absolute Deviation Regression

Least absolute deviation (LAD) regression is an important tool used in numerous applications throughout science and engineering, mainly due to the intrinsic robust characteristics of LAD. In this paper, we show that the optimization needed to solve the LAD regression problem can be viewed as a seque...

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Bibliographic Details
Main Authors: Yinbo Li, Gonzalo R. Arce
Format: Article
Language:English
Published: SpringerOpen 2004-09-01
Series:EURASIP Journal on Advances in Signal Processing
Subjects:
Online Access:http://dx.doi.org/10.1155/S1110865704401139