The Finite Sample Breakdown Point of \boldmath\ell₁-Regression

DOI10.1137/S1052623403424156zbMATH Open1076.62068MaRDI QIDQ4651981FDOQ4651981

Authors: Avi Giloni, Manfred Padberg 

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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zbMATH Keywords

linear programmingrobustnessbreakdown pointmixed-integer programmingrobust designs\(\ell_1\)-regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Linear programming (90C05) Robustness and adaptive procedures (parametric inference) (62F35) Mixed integer programming (90C11)

Cited In (6)

• The conditional breakdown properties of least absolute value local polynomial estimators
• Robustness in stochastic frontier analysis
• SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
• Robust weighted LAD regression
• Sharp non-asymptotic performance bounds for \(\ell_1\) and Huber robust regression estimators
• WLAD-LASSO method for robust estimation and variable selection in partially linear models

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