Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
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Publication:4277770
DOI10.1137/0914076zbMath0788.65144OpenAlexW2053156634MaRDI QIDQ4277770
Publication date: 19 January 1994
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0914076
stabilityestimatormultiple linear regressionleast median of squares estimateleast quantile of squares
Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Probabilistic methods, stochastic differential equations (65C99)
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