On Adaptive Linear Regression

@inproceedings{Maity2008OnAL,
  title={On Adaptive Linear Regression},
  author={Arnab Maity and Michael Sherman},
  year={2008}
}
Ordinary Least Squares (OLS) is omnipresent in regression modeling. Occasionally Least Absolute Deviations (LAD) or other methods are used as an alternative when there are outliers. Although some data adaptive estimators have been proposed they are typically difficult to implement. In this note, we propose an easy to compute adaptive estimator which is… CONTINUE READING