Numerical Techniques for Finding Estimates which Minimize the Upper Bound of the Absolute Deviation

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3099 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3099 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3099 archive 351 disk0/00/00/30/43 2016-01-15 01:58:20 2021-08-27 17:13:07 2016-01-15 01:58:20 monograph show 2 Gaivoronski A.A. 1003 Numerical Techniques for Finding Estimates which Minimize the Upper Bound of the Absolute Deviation pub iis_met prog_ado The paper deals with the numerical techniques for finding the special type of parameter estimates based on the minimization of L_{1}-norm of error. More specifically, these estimates are derived by minimization of the upper bound of the error, which is evaluated similarly to the upper bounds on the solution of stochastic optimization problem in WP-86-72. The research reported in this paper was performed in the Adaptation and Optimization Project of the System and Decision Sciences Program. 1987-01 published WP-87-008 WP-87-008 10 1273 public working_paper IIASA, Laxenburg, Austria 21 FALSE info:eu-repo/semantics/book