CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST 2008, 24(6) 621-630 DOI:      ISSN: 1001-4268 CN: 31-1256

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Keywords
Least absolute deviation
least square
convergent algorithm.
Authors
Lu Shulong
Liu Wenli
PubMed
Article by
Article by

Quick Algorithm for Least Absolute Deviation Estimator

Lu Shulong, Liu Wenli

Colleage of Mathematics and Computer Science, Fuzhou University

Abstract��

Least square estimator (LSE) is disturbed easily by singular point; least absolute deviation estimator (LADE) can overcome the influence of singular point, but it is difficult in calculation. A convergent algorithm for LADE based on the stable
pole theorem of LADE under non-degenerate model is obtained in this paper. The progress of algorithm and comparison of linear programming are derived. Further this algorithm makes LADE more effective.

Keywords�� Least absolute deviation   least square   convergent algorithm.  
Received 1900-01-01 Revised 1900-01-01 Online:  
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Corresponding Authors: Lu Shulong
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