Robust weighted LAD regression (Q959399)

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Language	Label	Description	Also known as
English	Robust weighted LAD regression	scientific article

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scholarly article

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Robust weighted LAD regression (English)

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Jeffrey S. Simonoff

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Bhaskar Sengupta

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Computational Statistics and Data Analysis

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publication date

11 December 2008

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zbMATH Keywords

breakdown point

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leverage points

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outliers

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robust regression

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2005.06.005

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Robust diagnostic regression analysis

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BACON: blocked adaptive computationally efficient outlier nominators.

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Mallows-Type Bounded-Influence-Regression Trimmed Means

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Least absolute value regression: recent contributions

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A further comparison of tests of hypotheses in LAV regression

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A bootstrap approach to hypothesis testing in least absolute value regression

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A note on hypothesis testing in LAV multiple regression: A small sample comparison

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Leverage and Breakdown in L 1 Regression

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

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A mathematical programming approach for improving the robustness of least sum of absolute deviations regression

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Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm

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Tail Behavior of Regression Estimators and their Breakdown Points

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Robust regression: Asymptotics, conjectures and Monte Carlo

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Robust regression with both continuous and binary regressors

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Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics

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Regression Quantiles

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Efficient Bounded-Influence Regression Estimation

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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

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On the Detection of Many Outliers

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Least Median of Squares Regression

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A comparison of some quick algorithms for robust regression

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Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios

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A comparison of testing and confidence interval methods for the median

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Smoothing methods in statistics

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Statistical Analysis of Financial Data in S-Plus

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High breakdown-point and high efficiency robust estimates for regression

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Statistical inference on heteroscedastic models based on regression quantiles

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Identifiers

zbMATH Open document ID

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10.1016/j.csda.2005.06.005

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:959399

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