Simulation based validity testing of an outlier accomodation method for minimax absolute error regression

DOI10.1016/0305-0548(93)90008-7MaRDI QIDQ2367053zbMATH OpenOpenAlexFDO

Authors Marvin D. Troutt, Suresh K. Tadisina

Publication date 16 August 1993

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0305-0548(93)90008-7

zbMATH Keywords

identification of outliersminimax absolute error regressionmixed integer programmingvalidity test

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Mixed integer programming (90C11) Applications of mathematical programming (90C90)

Review text

Recently the authors [ibid. 18, No. 4, 391-395 (1991; Zbl 0757.65159)] proposed the mixed integer programming approach for identification of outliers in the minimax absolute error regression. This paper gives some simulation results of validity test on the method. The results indicate the effectiveness of the method by showing that the positions of the outliers at randomly chosen positions in the data is correctly identified.

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Cites work

• A mixed integer programming approach for accommodating outliers with the minimax absolute error criterion
• scientific article; zbMATH DE number 4041020 (Why is no real title available?)

Cited in

(3)

• A mixed integer programming approach for accommodating outliers with the minimax absolute error criterion
• scientific article; zbMATH DE number 5323618 (Why is no real title available?)
• A comparative study of the effect of the position of outliers on classical and nontraditional approaches to the two-group classification problem

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