scientific article; zbMATH DE number 19011

MaRDI QIDQ3976437zbMATHFDO

Authors Peter Rousseeuw, Gilbert W. jun. Bassett

Publication date 26 June 1992

zbMATH Keywords

outliersleast trimmed squares estimatorapproximate algorithmmultiple regressionequivariancerobust estimatorsoutlier diagnosticshigh breakdown pointmasking effecthalf sampleone-dimensional location modelp-subset algorithm

Mathematics Subject Classification ID

General nonlinear regression (62J02) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• New algorithms for computing the least trimmed squares regression estimator
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• On high breakdown point estimation
• The feasible solution algorithm for least trimmed squares regression

Cited in

(14)

• The feasible set algorithm for least median of squares regression
• Robust procedures in multiple regression: \(p\)-subsets and a computational proposal
• An Anscombe type robust regression statistic
• Nonsingular subsampling for regression S estimators with categorical predictors
• Robust regression with high coverage.
• RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
• Robust regression with a distributed intercept using least median of squares
• A resampling design for computing high-breakdown regression
• Unconventional features of positive-breakdown estimators
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• An evolutionary algorithm for robust regression
• An easy way to increase the finite-sample efficiency of the resampled minimum volume ellipsoid estimator
• Positive-breakdown regression by minimizing nested scale estimators
• SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression

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