An Analysis of the Least Median of Squares Regression Problem

The optimization problem that arises out of the least median of squared residuals method in linear regression is analyzed. To simplify the analysis, it is replaced by an equivalent problem of minimizing the median of absolute residuals. A useful representation of the last problem is given to examine properties of the objective function and estimate the number of its local minima.

• Publication year

  2012

• Venue

  arXiv: Optimization and Control

• Publication date

  2012-10-17

• Fields of study

  Mathematics

• Identifiers
  DOI 10.1007/978-3-662-26811-7_65arXiv 1210.4963
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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