Outlier detection and least trimmed squares approximation using semi-definite programming

DOI10.1016/j.csda.2009.09.037zbMath1284.62430OpenAlexW2035088317WikidataQ126201492 ScholiaQ126201492MaRDI QIDQ2445775

Roy E. Welsch, Tri-Dzung Nguyen

Publication date: 14 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.09.037

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Sensitivity, stability, parametric optimization (90C31)

Related Items (20)

Robust ridge estimator in restricted semiparametric regression models ⋮ Using Improved Robust Estimators to Semiparametric Model with High Dimensional Data ⋮ Procedures for the identification of multiple influential observations in linear regression ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ Robust restricted Liu estimator in censored semiparametric linear models ⋮ Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models ⋮ Robust ridge estimator in censored semiparametric linear models ⋮ Computing of high breakdown regression estimators without sorting on graphics processing units ⋮ Robust fuzzy regression analysis ⋮ Feasible robust estimator in restricted semiparametric regression models based on the LTS approach ⋮ Outlier detection and robust covariance estimation using mathematical programming ⋮ Special issue on variable selection and robust procedures ⋮ An adversarial optimization approach to efficient outlier removal ⋮ Globally solving nonconvex quadratic programming problems via completely positive programming ⋮ Global non-smooth optimization in robust multivariate regression ⋮ Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method ⋮ A heuristic approach to combat multicollinearity in least trimmed squares regression analysis ⋮ Extended least trimmed squares estimator in semiparametric regression models with correlated errors ⋮ A fuzzy robust regression approach applied to bedload transport data ⋮ Derivative-free optimization and neural networks for robust regression

Uses Software

• SDPT3
• CRIO
• robustbase
• LIBRA

Cites Work

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• RelaxMCD: smooth optimisation for the minimum covariance determinant estimator
• Improved feasible solution algorithms for high breakdown estimation.
• Applications of semidefinite programming
• The feasible solution algorithm for least trimmed squares regression
• A polyhedral study of nonconvex quadratic programs with box constraints
• A branch-and-cut algorithm for nonconvex quadratic programs with box constraints
• A numerical approach for solving some convex maximization problems
• Deleting outliers in robust regression with mixed integer programming
• On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
• Least Median of Squares Regression
• Classification and Regression via Integer Optimization
• Robust regression using iteratively reweighted least-squares
• Robust Statistics
• Robust Statistics
• Convex analysis and global optimization
• Finite exact branch-and-bound algorithms for concave minimization over polytopes
• New algorithms for computing the least trimmed squares regression estimator

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