Formulas for the Exact LMS and LQS Estimators
From MaRDI portal
Publication:2903839
DOI10.1080/03610926.2010.529523zbMath1244.62079MaRDI QIDQ2903839
Publication date: 2 August 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2010.529523
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
90C90: Applications of mathematical programming
90C26: Nonconvex programming, global optimization
15B99: Special matrices
Cites Work
- Least median of squares and regression through the origin
- Algorithms and complexity for least median of squares regression
- The determination of a ``least quantile of squares regression line for all quantiles
- Robust estimation in structured linear regression
- A class of robust and fully efficient regression estimators