Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions

DOI10.1080/00949650701460616zbMath1149.62062MaRDI QIDQ3543758

R. Mínguez, Enrique F. Castillo, Ali S. Hadi, Carmen Castillo

Publication date: 4 December 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701460616

zbMATH Keywords

outliers; dual problem; optimization problems; mathematical programming; dual variables; primal problem

Mathematics Subject Classification ID

90C90: Applications of mathematical programming

62J20: Diagnostics, and linear inference and regression

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Perturbation approach to sensitivity analysis in mathematical programming
• A new measure of overall potential influence in linear regression
• INFLUENCE DIAGNOSTICS FOR THE NORMAL LINEAR MODEL WITH CENSORED DATA
• Detection of Influential Observation in Linear Regression
• Assessing Influence in Regression Analysis with Censored Data
• A comparative analysis of multiple outlier detection procedures in the linear regression model.