Multivariate least-trimmed squares regression estimator

DOI10.1016/j.csda.2004.01.008zbMath1429.62293OpenAlexW2065254133MaRDI QIDQ957111

Kang-Mo Jung

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.01.008

zbMATH Keywords

outliersequivariancebreakdown pointmultivariate regressionleast-trimmed squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items

Robust ridge estimator in restricted semiparametric regression models ⋮ Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models ⋮ Feasible robust estimator in restricted semiparametric regression models based on the LTS approach ⋮ Semiparametrically weighted robust estimation of regression models ⋮ Cluster-based \(L2\) re-weighted regression ⋮ The multivariate least-trimmed squares estimator ⋮ Principal component regression for data containing outliers and missing elements ⋮ Robust online signal extraction from multivariate time series ⋮ Least trimmed squares in nonlinear regression under dependence ⋮ Outlier detection for multinomial data with a large number of categories ⋮ Extended least trimmed squares estimator in semiparametric regression models with correlated errors

Cites Work

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• On multivariate median regression
• The feasible solution algorithm for least trimmed squares regression
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• On Some Alternative Estimates for Shift in the $P$-Variate One Sample Problem
• New algorithms for computing the least trimmed squares regression estimator