scientific article; zbMATH DE number 2058049
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Publication:4456274
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Cited in
(31)- Computing the least quartile difference estimator in the plane
- Robust fitting of mixtures using the trimmed likelihood estimator
- The feasible solution algorithm for least trimmed squares regression
- Regression analysis: likelihood, error and entropy
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- A critical overview of outlier detection methods
- Leveraged least trimmed absolute deviations
- Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator
- Least trimmed squares in nonlinear regression under dependence
- Estimating parameters of polynomial models with errors in variables and no additional information
- Some specifics of regression model usage in data mining environments
- CVaR (superquantile) norm: stochastic case
- A fast algorithm for highly robust regression in data mining
- Robust joint modeling of mean and dispersion through trimming
- Feasible robust estimator in restricted semiparametric regression models based on the LTS approach
- A genetic algorithm based modification on the LTS algorithm for large data sets
- Multiple outliers detection in sparse high-dimensional regression
- Outlier detection using difference-based variance estimators in multiple regression
- Robust ridge and robust Liu estimator for regression based on the LTS estimator
- Regression Neural Networks with a Highly Robust Loss Function
- Extended least trimmed squares estimator in semiparametric regression models with correlated errors
- Least trimmed squares ridge estimation in partially linear regression models
- Econometric applications of high-breakdown robust regression techniques
- Quantitative robustness of instance ranking problems
- Least sum of squares of trimmed residuals regression
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Fast and robust bootstrap for LTS
- An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints
- Robust regression diagnostics with data transformations
- Finding approximate solutions to combinatorial problems with very large data sets using BIRCH
- A resistant learning procedure for coping with outliers
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