Parameters estimation of hinging hyperplanes using median squared error criterion

摘要

This paper considers parameter estimation for nonlinear model using median squared error (MSE) criterion, which is limited to linear model in the past. It is shown that applying MSE, the essence of estimating parameters for hinging hyperplanes (HH) and linear model are the same. Motivated by this fact, MSE estimation is discussed for HH. A local optimality condition is given and based on this condition, an algorithm using linear programming technique is proposed. Numerical experiments show the good performance of the proposed estimation strategy and algorithm.