New algorithms for computing the least trimmed squares regression estimator

DOI10.1016/S0167-9473(00)00056-6zbMath1030.62052MaRDI QIDQ5941333

Jose Agulló

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

OutliersBranch and boundExchange algorithmHigh breakdown pointLeast trimmed squaresMultiple linear regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Cites Work

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• Hedonic housing prices and the demand for clean air
• Improved feasible solution algorithms for high breakdown estimation.
• The feasible solution algorithm for least trimmed squares regression
• Least Median of Squares Regression
• A Branch and Bound Algorithm for Feature Subset Selection
• Generalized S-Estimators
• The Least Trimmed Differences Regression Estimator and Alternatives

Related Items (18)

An exact polynomial time algorithm for computing the least trimmed squares estimate ⋮ Bell inequalities violation within non-bunch-Davies states ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ A practical approximation algorithm for the LTS estimator ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ A comparison of robust alternatives to Hotelling’sT²control chart ⋮ On the efficient computation of robust regression estimators ⋮ Outlier detection and least trimmed squares approximation using semi-definite programming ⋮ An evolutionary algorithm for robust regression ⋮ Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models ⋮ A fast algorithm for robust regression with penalised trimmed squares ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ A Genetic Algorithm Based Modification on the LTS Algorithm for Large Data Sets ⋮ Multivariate least-trimmed squares regression estimator ⋮ Global non-smooth optimization in robust multivariate regression ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Quadratic mixed integer programming and support vectors for deleting outliers in robust regression ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization

Uses Software

• AS 75
• AS 282

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