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Epilogue

In: Adaptive Regression

Author

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  • Yadolah Dodge

    (University of Neuchâtel)

  • Jana Jureĉková

    (Charles University, Department of Probability and Statistics)

Abstract

The most commonly used regression methods are the LAD estimation, invented by Boscovich (1757) for estimating the shape of the earth; the LS regression developed by Legendre (1805) for determining the orbits of comets; the M-regression introduced by Huber (1973) as a method insensitive to small deviation from an idealized model; and the TLS regression suggested by Koenker and Bassett (1978), comparably efficient as the LS for the Gaussian linear models and outperforming the LS estimation over a wide class of non-Gaussian error distributions. The ultimate goal of our book was to develop some adaptive methods of estimation in linear regression models based on convex combinations of pairs of the above procedures.

Suggested Citation

  • Yadolah Dodge & Jana Jureĉková, 2000. "Epilogue," Springer Books, in: Adaptive Regression, chapter 11, pages 157-158, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4419-8766-2_11
    DOI: 10.1007/978-1-4419-8766-2_11
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