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Rastlantisal seritler ile En Kucuk Medyan Kareler Dogrusunun Bulunmasi

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Author Info
Enis Siniksaran () (Istanbul University)
Aylin Aktükün () (Istanbul University)

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Abstract

The purpose of this paper is to present an algorithm to calculate the least median squares LMS line. In the algorithm, random strips which would catch at least fifty percent of observations are thrown on the convex hull of the data in the variable space. The LMS line lies exactly at the middle of the narrowest strip.

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File URL: http://eidergisi.istanbul.edu.tr/sayi1/iueis1m2.pdf
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Publisher Info
Article provided by Department of Econometrics, Faculty of Economics, Istanbul University in its journal Istanbul University Econometrics and Statistics e-Journal.

Volume (Year): 1 (2005)
Issue (Month): 1 (May)
Pages: 11-20
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Handle: RePEc:ist:ancoec:v:1:y:2005:i:1:p:11-20

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Web page: http://eidergisi.istanbul.edu.tr
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Related research
Keywords: The least median squares; Strip; Algorithm; Convex hull; Mathematica;

Find related papers by JEL classification:
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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This page was last updated on 2009-10-27.

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