Outlier detection and least trimmed squares approximation using semi-definite programming

DOI10.1016/j.csda.2009.09.037zbMath1284.62430WikidataQ126201492 ScholiaQ126201492MaRDI QIDQ2445775

Roy E. Welsch, Tri-Dzung Nguyen

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.2009.09.037

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

90C31: Sensitivity, stability, parametric optimization

Related Items

Feasible robust estimator in restricted semiparametric regression models based on the LTS approach, Global non-smooth optimization in robust multivariate regression, Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method, Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models, Extended least trimmed squares estimator in semiparametric regression models with correlated errors, A fuzzy robust regression approach applied to bedload transport data, Robust ridge estimator in restricted semiparametric regression models, SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression, Computing of high breakdown regression estimators without sorting on graphics processing units, Robust fuzzy regression analysis, Globally solving nonconvex quadratic programming problems via completely positive programming, An adversarial optimization approach to efficient outlier removal, A heuristic approach to combat multicollinearity in least trimmed squares regression analysis, Outlier detection and robust covariance estimation using mathematical programming, Special issue on variable selection and robust procedures, Derivative-free optimization and neural networks for robust regression, Procedures for the identification of multiple influential observations in linear regression

Uses Software

• SDPT3
• CRIO
• robustbase
• LIBRA

Cites Work

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