OLS regression minimizes the sum of the squared errors. The normal equation for an OLS for $L_2$ minimization is as follows: $$b= (A'A)^{-1}A'y$$
What would be the equation to minimize the $L_4$ norm for an overdetermined system. How would I derive generalizations for any arbitrary even norm such as $L_6$, $L_8$ and so on. This question is related to:
Not very familiar with matrix calculus so a gentle introduction would be much appreciated. Thanks.