On the efficient computation of robust regression estimators

DOI10.1016/j.csda.2010.03.020zbMath1284.62197OpenAlexW2076266137MaRDI QIDQ2445758

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

global optimizationclusteringrobust regressionstopping conditions

Mathematics Subject Classification ID

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

Related Items (3)

Special issue on variable selection and robust procedures ⋮ Benchmark testing of algorithms for very robust regression: FS, LMS and LTS ⋮ Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method

Uses Software

• robustbase
• clusfind

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Least Median of Squares Regression
• Stochastic global optimization methods part I: Clustering methods
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Finding Groups in Data
• Numerical Optimization
• Robust Statistics
• Stopping eules for the multistart method when different local minima have different function values
• Robust Statistics
• Global optimization
• New algorithms for computing the least trimmed squares regression estimator

This page was built for publication: On the efficient computation of robust regression estimators