New algorithms for computing the least trimmed squares regression estimator

DOI10.1016/S0167-9473(00)00056-6zbMath1030.62052MaRDI QIDQ5941333

Jose Agulló

Publication date: 20 August 2001

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

zbMATH Keywords

OutliersBranch and boundExchange algorithmHigh breakdown pointLeast trimmed squaresMultiple linear regression

Mathematics Subject Classification ID

Related Items (18)

An exact polynomial time algorithm for computing the least trimmed squares estimate ⋮ Bell inequalities violation within non-bunch-Davies states ⋮ SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression ⋮ A practical approximation algorithm for the LTS estimator ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ A comparison of robust alternatives to Hotelling’sT²control chart ⋮ On the efficient computation of robust regression estimators ⋮ Outlier detection and least trimmed squares approximation using semi-definite programming ⋮ An evolutionary algorithm for robust regression ⋮ Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models ⋮ A fast algorithm for robust regression with penalised trimmed squares ⋮ GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS ⋮ A Genetic Algorithm Based Modification on the LTS Algorithm for Large Data Sets ⋮ Multivariate least-trimmed squares regression estimator ⋮ Global non-smooth optimization in robust multivariate regression ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Quadratic mixed integer programming and support vectors for deleting outliers in robust regression ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization

Uses Software

• AS 75
• AS 282

Cites Work

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• Hedonic housing prices and the demand for clean air
• Improved feasible solution algorithms for high breakdown estimation.
• The feasible solution algorithm for least trimmed squares regression
• Least Median of Squares Regression
• A Branch and Bound Algorithm for Feature Subset Selection
• Generalized S-Estimators
• The Least Trimmed Differences Regression Estimator and Alternatives

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