| Article ID: | iaor20002548 |
| Country: | Brazil |
| Volume: | 18 |
| Issue: | 2 |
| Start Page Number: | 173 |
| End Page Number: | 183 |
| Publication Date: | Dec 1998 |
| Journal: | Pesquisa Operacional |
| Authors: | Sant'Anna A.P. |
| Keywords: | l1-norm |
The L1 estimator of the regression coefficients does not summarize the observations as the least square estimator does. We propose here a rule of choice of a small set of observations to represent the previous L1 estimator in an updating algorithm analogous to that of recursive least squares.