Origins and uses of linear programming methods for treating L1 L 1 and L? L ? regressions: Corrections and comments on Castillo et al. (2008)
This note comments on and corrects some of the referrals and comments of Castillo et al. [Castillo, E., Minguez, R., Castillo, C., Confino, A.S., 2008. Dealing with the multiplicity of solutions of the ?1 ? 1 and ?? ? ? regression models. European Journal of Operational Research 188, 460484] concerning the origins and uses of linear programming to estimate L1 L 1 and L? L ? statistical regressions.
linear programming regression least absolute value estimation