Benchmark testing of algorithms for very robust regression: FS, LMS and LTS

DOI10.1016/J.CSDA.2012.02.003MaRDI QIDQ693263zbMATH OpenOpenAlexFDO

Authors Francesca Torti, Domenico Perrotta, Anthony C. Atkinson, Marco Riani

Publication date 7 December 2012

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

Full work available at URL https://doi.org/10.1016/j.csda.2012.02.003

zbMATH Keywords

outlier detectionforward searchleast trimmed squaresmaskingcombinatorial searchleast median of squaresconcentration steplogistic plots of power

Mathematics Subject Classification ID

Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

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• A class of high-breakdown scale estimators based on subranges
• A parametric framework for the comparison of methods of very robust regression
• An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints
• An evolutionary algorithm for robust regression
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
• Elliptical and Radial Truncation in Normal Populations
• Exploratory tools for clustering multivariate data
• Exploring multivariate data with the forward search.
• Fast calibrations of the forward search for testing multiple outliers in regression
• Fast robust regression algorithms for problems with Toeplitz structure
• Finding an unknown number of multivariate outliers
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Least Median of Squares Regression
• Mersenne twister
• On the efficient computation of robust regression estimators
• Robust Statistics
• Robust clusterwise linear regression through trimming
• Robust diagnostic regression analysis
• Small sample corrections for LTS and MCD
• The forward search: theory and data analysis

Cited in

(12)

• A parametric framework for the comparison of methods of very robust regression
• Monitoring robust regression
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
• (Psycho-)analysis of benchmark experiments: a formal framework for investigating the relationship between data sets and learning algorithms
• Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
• Multivariate elliptical truncated moments
• SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
• Fast algorithms for the minimum volume estimator
• An evolutionary algorithm for robust regression
• A practical approximation algorithm for the LTS estimator
• An impartial trimming algorithm for robust circle fitting
• Robust regression analysis: a useful two stage procedure

Describes a project that uses

Uses Software

• LIBRA
• MersenneTwister
• robustbase

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