Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
DOI10.1016/J.CSDA.2012.02.003zbMATH Open1252.62033OpenAlexW1968845600MaRDI QIDQ693263FDOQ693263
Anthony C. Atkinson, Marco Riani, Domenico Perrotta, Francesca Torti
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
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Cited In (11)
- Monitoring robust regression
- A parametric framework for the comparison of methods of very 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
- A practical approximation algorithm for the LTS estimator
- An impartial trimming algorithm for robust circle fitting
- Robust regression analysis: a useful two stage procedure
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