Estimation and testing in least absolute value regression with serially correlated disturbances.
Terry E. DielmanElizabeth L. RosePublished in: Ann. Oper. Res. (1997)
Keyphrases
- nonparametric regression
- estimation problems
- regression model
- ordinary least squares
- robust regression
- support vector regression
- regression algorithm
- power system
- semi parametric
- estimation algorithm
- estimation accuracy
- density estimation
- parameter estimation
- least squares
- neural network
- real time
- accurate estimation
- partial least squares
- linear regression
- high dimensional
- polynomial regression
- data sets