An evolutionary algorithm for robust regression

DOI10.1016/j.csda.2010.04.017zbMath1284.62203OpenAlexW1993487917MaRDI QIDQ2445777

Oliver Morell, Robin Nunkesser

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.2010.04.017

zbMATH Keywords

least trimmed squares (LTS)robust regressionleast median of squares (LMS)least quantile of squares (LQS)least quartile difference (LQD)random search heuristics

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Computing of high breakdown regression estimators without sorting on graphics processing units ⋮ Semiparametrically weighted robust estimation of regression models ⋮ Special issue on variable selection and robust procedures ⋮ Least quantile regression via modern optimization ⋮ 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 ⋮ Global non-smooth optimization in robust multivariate regression ⋮ Robustness of learning algorithms using hinge loss with outlier indicators ⋮ Derivative-free optimization and neural networks for robust regression

Uses Software

• R
• MASS (R)
• robustbase
• PROGRESS

Cites Work

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