The least trimmed quantile regression

DOI10.1016/j.csda.2011.10.023zbMath1243.62102OpenAlexW1984347980MaRDI QIDQ434955

J. Herrera, H. S. Yoon

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.10.023

zbMATH Keywords

linear regressionbreakdown pointoutlier detection

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Related Items

CVaR (superquantile) norm: stochastic case, Robust variable selection based on the random quantile LASSO, Optimization techniques for multivariate least trimmed absolute deviation estimation, Robust variable selection for the varying index coefficient models, Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator, Modified least trimmed quantile regression to overcome effects of leverage points

Uses Software

• R
• quantreg

Cites Work

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