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

DOI10.1016/0167-9473(94)00017-DzbMath0875.62363MaRDI QIDQ673454

Douglas M. Hawkins

Publication date: 28 February 1997

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

Mathematics Subject Classification ID

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

Related Items (4)

Least trimmed squares regression, least median squares regression, and mathematical program\-ming ⋮ Statistical significance of the LMS regression. ⋮ EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

• Unnamed Item
• Unnamed Item
• The feasible set algorithm for least median of squares regression
• The feasible solution algorithm for least trimmed squares regression
• The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data
• Distributing a computationally intensive estimator: the case of exact LMS regression
• Least Median of Squares Regression
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Robust Estimates of Location: Survey and Advances

This page was built for publication: Convergence of the feasible solution algorithm for least median of squares regression