On the efficient computation of robust regression estimators

DOI10.1016/J.CSDA.2010.03.020MaRDI QIDQ2445758zbMATH OpenOpenAlexFDO

Authors Salvador Flores

Publication date 14 April 2014

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

Full work available at URL https://doi.org/10.1016/j.csda.2010.03.020

zbMATH Keywords

clusteringglobal optimizationrobust regressionstopping conditions

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Optimal stopping in statistics (62L15)

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Cites work

• Finding Groups in Data
• Global optimization
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• scientific article; zbMATH DE number 3829050 (Why is no real title available?)
• scientific article; zbMATH DE number 4099040 (Why is no real title available?)
• scientific article; zbMATH DE number 2080487 (Why is no real title available?)
• scientific article; zbMATH DE number 852536 (Why is no real title available?)
• Least Median of Squares Regression
• New algorithms for computing the least trimmed squares regression estimator
• Numerical Optimization
• Robust Statistics
• Robust Statistics
• Stochastic global optimization methods part I: Clustering methods
• Stopping eules for the multistart method when different local minima have different function values

Cited in

(17)

• Distributing a computationally intensive estimator: the case of exact LMS regression
• Robust algorithms for multiphase regression models
• Special issue on variable selection and robust procedures
• An evolutionary algorithm for robust regression
• A comparison of some quick algorithms for robust regression
• Robust regression with optimisation heuristics
• Computational connections between robust multivariate analysis and clustering
• A Robust and Almost Fully Efficient M-Estimator
• Global non-smooth optimization in robust multivariate regression
• A performance counterexample of Billor–Chatterjee–Hadi procedure and an improvement proposal for robust regression
• A class of optimization problems motivated by rank estimators in robust regression
• Parameter estimation of autoregressive models using the iteratively robust filtered fast- method
• Sketching for M-Estimators: A Unified Approach to Robust Regression
• Global optimization of redescending robust estimators
• Recursive robust regression computational aspects and comparison
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
• On a fast, robust estimator of the mode: comparisons to other robust estimators with applications

Describes a project that uses

Uses Software

• robustbase
• clusfind

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