On the least trimmed squares estimator

DOI10.1007/s00453-012-9721-8zbMath1396.62034OpenAlexW2083131242WikidataQ105988184 ScholiaQ105988184MaRDI QIDQ472475

Christine D. Piatko, Angela Y. Wu, Ruth Silverman, Nathan S. Netanyahu, David M. Mount

Publication date: 19 November 2014

Published in: Algorithmica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00453-012-9721-8

zbMATH Keywords

linear estimationlower boundsapproximation algorithmsrobust estimationleast trimmed squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (13)

Robust ridge estimator in restricted semiparametric regression models ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ Trimmed Constrained Mixed Effects Models: Formulations and Algorithms ⋮ A practical approximation algorithm for the LTS estimator ⋮ Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models ⋮ Trimmed Statistical Estimation via Variance Reduction ⋮ Unnamed Item ⋮ Feasible robust estimator in restricted semiparametric regression models based on the LTS approach ⋮ Regression analysis: likelihood, error and entropy ⋮ Statistical learning for recommending (robust) nonlinear regression methods ⋮ Extended least trimmed squares estimator in semiparametric regression models with correlated errors ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization ⋮ The minimum weighted covariance determinant estimator revisited

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• High breakdown-point and high efficiency robust estimates for regression
• On the least median square problem
• How to get close to the median shape
• A practical approximation algorithm for the LMS line estimator
• Topologically sweeping an arrangement
• Better lower bounds on detecting affine and spherical degeneracies
• The feasible solution algorithm for least trimmed squares regression
• The complexity of hyperplane depth in the plane
• A practical approximation algorithm for the LTS estimator
• On a class of \(O(n^ 2)\) problems in computational geometry
• Subquadratic algorithms for 3SUM
• QUANTILE APPROXIMATION FOR ROBUST STATISTICAL ESTIMATION AND k-ENCLOSING PROBLEMS
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Least Median of Squares Regression
• Computing Least Median of Squares Regression Lines and Guided Topological Sweep
• Time- and Space-Efficient Algorithms for Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• FITTING FLATS TO POINTS WITH OUTLIERS

This page was built for publication: On the least trimmed squares estimator