[SciPy-User] Least median of squares for regression in scipy?
Tue Aug 24 09:38:17 CDT 2010
On Tue, Aug 24, 2010 at 10:05 AM, Jorge Scandaliaris <email@example.com
> Thanks, I am not very proficient with the subject, I am just trying to use
> it as
> a tool in a very particular task. I'll check the links you provide. BTW,
> reference is what I was taking about with "least median of squares":
Ah, I see. Least median of squares is different, using the median
(squared/absolute) deviation as the objective to minimize. Huber's
estimators seem to be more popular FWIW...
Research Scientist, ITA Software
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