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New algorithms for computing the least trimmed squares regression estimator

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  • Agullo, Jose

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  • Agullo, Jose, 2001. "New algorithms for computing the least trimmed squares regression estimator," Computational Statistics & Data Analysis, Elsevier, vol. 36(4), pages 425-439, June.
    • Handle: RePEc:eee:csdana:v:36:y:2001:i:4:p:425-439
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    References listed on IDEAS

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    1. Douglas M. Hawkins & Jeffrey S. Simonoff, 1993. "High Breakdown Regression and Multivariate Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(2), pages 423-432, June.
    2. Harrison, David Jr. & Rubinfeld, Daniel L., 1978. "Hedonic housing prices and the demand for clean air," Journal of Environmental Economics and Management, Elsevier, vol. 5(1), pages 81-102, March.
    3. W. Morven Gentleman, 1974. "Basic Procedures for Large, Sparse or Weighted Linear Least Squares Problems," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 23(3), pages 448-454, November.
    4. Hawkins, Douglas M., 1994. "The feasible solution algorithm for least trimmed squares regression," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 185-196, February.
    5. Hossjer, Ola, 1995. "Exact computation of the least trimmed squares estimate in simple linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 19(3), pages 265-282, March.
    6. Hossjer, O. & Croux, C. & Rousseeuw, P. J., 1994. "Asymptotics of Generalized S-Estimators," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 148-177, October.
    7. Hawkins, Douglas M. & Olive, David J., 1999. "Improved feasible solution algorithms for high breakdown estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 1-11, March.
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    Cited by:

    1. Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Discussion Paper 2004-72, Tilburg University, Center for Economic Research.
    2. Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
    3. Čížek, Pavel, 2008. "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
    4. Nunkesser, Robin & Morell, Oliver, 2010. "An evolutionary algorithm for robust regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3242-3248, December.
    5. Nguyen, T.D. & Welsch, R., 2010. "Outlier detection and least trimmed squares approximation using semi-definite programming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3212-3226, December.
    6. Flores, Salvador, 2010. "On the efficient computation of robust regression estimators," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3044-3056, December.

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