A comparison of some quick algorithms for robust regression

DOI10.1016/0167-9473(92)90085-TMaRDI QIDQ2563582zbMATH OpenFDO

Authors Peter J. Rousseuw, Bert C. van Zomeren

Publication date 10 November 1997

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

zbMATH Keywords

outlier detectionregressionleveragerobust estimationbreakdown point

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3842984 (Why is no real title available?)
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• An Approximate Test for Outliers in Linear Models
• Least Median of Squares Regression
• Robust regression using repeated medians
• The Fitting of Straight Lines if Both Variables are Subject to Error
• Trimmed Least Squares Estimation in the Linear Model

Cited in

(12)

• Two simple resistant regression estimators
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
• Unconventional features of positive-breakdown estimators
• A fast algorithm for highly robust regression in data mining
• Robust regression with high coverage.
• Robust regression estimation based on data partitioning
• Robust regression with both continuous and binary regressors
• Robust procedures in multiple regression: \(p\)-subsets and a computational proposal
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Robust weighted LAD regression
• An evolutionary algorithm for robust regression
• Least absolute value regression: recent contributions

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