The Least Trimmed Differences Regression Estimator and Alternatives

DOI10.2307/2669469zbMath0998.62022OpenAlexW4254549109MaRDI QIDQ4541314

Arnold J. Stromberg, Douglas M. Hawkins, Ola G. Hössjer

Publication date: 30 July 2002

Full work available at URL: https://doi.org/10.2307/2669469

zbMATH Keywords

least trimmed differences linear regression estimatorrobust high breakdown efficient estimation

Mathematics Subject Classification ID

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

Related Items (15)

One-step robust estimation of fixed-effects panel data models ⋮ Computation of projection regression depth and its induced median ⋮ Reweighted least trimmed squares: an alternative to one-step estimators ⋮ Online signal extraction by robust linear regression ⋮ Least sum of squares of trimmed residuals regression ⋮ Computing of high breakdown regression estimators without sorting on graphics processing units ⋮ The least trimmed quantile regression ⋮ Semiparametrically weighted robust estimation of regression models ⋮ Robust estimation of dynamic fixed-effects panel data models ⋮ A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression ⋮ Robust linear regression: A review and comparison ⋮ New algorithms for computing the least trimmed squares regression estimator ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Testing for distributional features in varying coefficient panel data models ⋮ Nonparametric multidimensional fixed effects panel data models

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