The Finite Sample Breakdown Point of \boldmath$\ell_1$-Regression

DOI10.1137/S1052623403424156zbMath1076.62068MaRDI QIDQ4651981

Avi Giloni, Manfred W. Padberg

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

zbMATH Keywords

linear programmingrobustnessbreakdown pointmixed-integer programmingrobust designs\(\ell_1\)-regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Mixed integer programming (90C11) Linear programming (90C05)

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WLAD-LASSO method for robust estimation and variable selection in partially linear models ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators ⋮ The conditional breakdown properties of least absolute value local polynomial estimators ⋮ Robust weighted LAD regression

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