Convergence of the feasible solution algorithm for least median of squares regression

DOI10.1016/0167-9473(94)00017-DzbMATH Open0875.62363MaRDI QIDQ673454FDOQ673454

Authors: Douglas M. Hawkins 

Publication date: 28 February 1997

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

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Mathematics Subject Classification ID

Linear inference, regression (62J99) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Least Median of Squares Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust Estimates of Location: Survey and Advances
• The feasible set algorithm for least median of squares regression
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• The feasible solution algorithm for least trimmed squares regression
• Distributing a computationally intensive estimator: the case of exact LMS regression

Cited In (5)

• Statistical significance of the LMS regression.
• EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
• Least trimmed squares regression, least median squares regression, and mathematical program\-ming
• Applied regression analysis bibliography update 1994-97
• The convergence of an MED iterative algorithm for the kurtosis norm

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