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

DOI10.1137/S1052623403424156MaRDI QIDQ4651981zbMATHFDO

Authors Avi Giloni, Manfred Padberg

Publication date 23 February 2005

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

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)

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Cited in

(6)

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

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