Deleting outliers in robust regression with mixed integer programming
From MaRDI portal
Publication:2508026
DOI10.1007/s10255-005-0240-0zbMath1097.62064OpenAlexW2024487933MaRDI QIDQ2508026
Antonios Avramidis, Georgios Zioutas
Publication date: 9 October 2006
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-005-0240-0
Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05) Mixed integer programming (90C11) Diagnostics, and linear inference and regression (62J20)
Related Items (6)
Optimization techniques for robust multivariate location and scatter estimation ⋮ Outlier detection and least trimmed squares approximation using semi-definite programming ⋮ A fast algorithm for robust regression with penalised trimmed squares ⋮ A robust regression based on weighted LSSVM and penalized trimmed squares ⋮ Quadratic mixed integer programming and support vectors for deleting outliers in robust regression ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization
Cites Work
- High breakdown-point and high efficiency robust estimates for regression
- Linear programming approach to LMS-estimation
- A note on high-breakdown estimators
- Robust autoregressive estimates using quadratic programming
- A Bounded Influence, High Breakdown, Efficient Regression Estimator
- Least Median of Squares Regression
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Efficient Bounded-Influence Regression Estimation
- On One-Step GM Estimates and Stability of Inferences in Linear Regression
- An Improved Algorithm for Discrete $l_1 $ Linear Approximation
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Deleting outliers in robust regression with mixed integer programming
