Abstract
In the paper a probabilistic algorithm, based on the Simplex Method, is suggested for minimization of the k-th smallest value of absolute residuals in linear regression. In particular it is suitable for computation of the Least Median of Squares (LMS) estimator of P.J. Rousseeuw, A.M. Leroy [4]. Numerical results indicate that the algorithm represents an improvement in comparison with those put forward earlier.
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