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- W2016358416 abstract "We propose the minimum sum of absolute errors (MSAE) criterion for estimating the unknown parameters of a multivariate multiple linear regression model. It is less sensitive to outliers than the popular least squares procedure. A multivariate multiple linear regression problem may be viewed as a multiple criteria decision problem. Using the MSAE criterion the estimation problem can be formulated and solved as a multiple objective linear programming problem. We illustrate the idea with a bicriteria example." @default.
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- W2016358416 title "Multivariate multiple linear regression based on the minimum sum of absolute errors criterion" @default.
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- W2016358416 doi "https://doi.org/10.1016/0377-2217(94)90144-9" @default.
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