Modified least trimmed quantile regression to overcome effects of leverage points

DOI10.1155/2020/1243583MaRDI QIDQ778639zbMATH OpenOpenAlexFDO

Authors Habshah Midi, Taha Alshaybawee, Mohammed Alguraibawi

Publication date 3 July 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/1243583

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
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• Quantile regression.
• Regression Depth
• Regression Quantiles
• Reweighted least trimmed squares: an alternative to one-step estimators
• Robust regression quantiles.
• Robust ridge estimator in restricted semiparametric regression models
• Robust weighted LAD regression
• Tail Behavior of Regression Estimators and their Breakdown Points
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• The least trimmed quantile regression

Cited in

(4)

• EMPIRICAL REGRESSION QUANTILE AND LEVERAGE TREATMENT METHOD
• A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
• The least trimmed quantile regression
• scientific article; zbMATH DE number 3992657 (Why is no real title available?)

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