In the linear model y = X???? + ????, suppose ????i has the Laplace density, f(????) =

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(1∕2b) exp(−|????|∕b). Show that the ML estimate minimizes ∑

i |yi − ????i|.

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Foundations Of Linear And Generalized Linear Models

ISBN: 9781118730034

1st Edition

Authors: Alan Agresti

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Question Posted: Sep 19, 2024 02:21 PM

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In the linear model y = X???? + ????, suppose ????i has the Laplace density, f(????) =

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Foundations Of Linear And Generalized Linear Models

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