The least trimmed quantile regression
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mafusalov, Alexander & Uryasev, Stan, 2016. "CVaR (superquantile) norm: Stochastic case," European Journal of Operational Research, Elsevier, vol. 249(1), pages 200-208.
- N. Neykov & P. Filzmoser & P. Neytchev, 2014. "Ultrahigh dimensional variable selection through the penalized maximum trimmed likelihood estimator," Statistical Papers, Springer, vol. 55(1), pages 187-207, February.
More about this item
KeywordsLinear regression; Quantile regression; Least trimmed quantile regression; Breakdown point; Outlier detection;
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