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

DOI10.1016/0167-9473(94)00017-DMaRDI QIDQ673454zbMATH OpenFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 194758 (Why is no real title available?)
• Computing the Exact Least Median of Squares Estimate and Stability Diagnostics in Multiple Linear Regression
• Distributing a computationally intensive estimator: the case of exact LMS regression
• Least Median of Squares Regression
• Robust Estimates of Location: Survey and Advances
• 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

Cited in

(5)

• Least trimmed squares regression, least median squares regression, and mathematical program\-ming
• The convergence of an MED iterative algorithm for the kurtosis norm
• 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

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