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A finite algorithm for the rank regression problem

  • M. R. Osborne
Abstract

A new approach to the minimization of polyhedral convex functions is applied to give a finite algorithm for the rank regression problem. Numerical results for the Daniel and Wood example are presented.

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Journal of Applied Probability
  • ISSN: 0021-9002
  • EISSN: 1475-6072
  • URL: /core/journals/journal-of-applied-probability
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