Modified least trimmed quantile regression to overcome effects of leverage points

DOI10.1155/2020/1243583zbMATH Open1459.62055OpenAlexW3035046274MaRDI QIDQ778639FDOQ778639

Authors: Habshah Midi, Taha Alshaybawee, Mohammed Alguraibawi 

Publication date: 3 July 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/1243583

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

Cites Work

• Regression Quantiles
• Quantile regression.
• Least Median of Squares Regression
• Title not available (Why is that?)
• Regression Depth
• A class of robust and fully efficient regression estimators
• Reweighted least trimmed squares: an alternative to one-step estimators
• Tail Behavior of Regression Estimators and their Breakdown Points
• Robust ridge estimator in restricted semiparametric regression models
• The asymptotics of the least trimmed absolute deviations (LTAD) estimator
• Robust weighted LAD regression
• The least trimmed quantile regression
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Robust regression quantiles.
• Breakdown points for designed experiments
• A heuristic approach to combat multicollinearity in least trimmed squares regression analysis
• Feasible robust estimator in restricted semiparametric regression models based on the LTS approach

Cited In (4)

• EMPIRICAL REGRESSION QUANTILE AND LEVERAGE TREATMENT METHOD
• A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
• The least trimmed quantile regression
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