Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Marco Riani & Anthony C. Atkinson & Andrea Cerioli, 2009.
"Finding an unknown number of multivariate outliers,"
Journal of the Royal Statistical Society Series B,
Royal Statistical Society, vol. 71(2), pages 447-466.
- Riani, Marco & Atkinson, Anthony C. & Cerioli, Andrea, 2009. "Finding an unknown number of multivariate outliers," LSE Research Online Documents on Economics 30462, London School of Economics and Political Science, LSE Library.
- Nunkesser, Robin & Morell, Oliver, 2010. "An evolutionary algorithm for robust regression," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3242-3248, December.
- Atkinson, A.C. & Riani, M., 2007. "Exploratory tools for clustering multivariate data," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 272-285, September.
- García-Escudero, L.A. & Gordaliza, A. & Mayo-Iscar, A. & San Martín, R., 2010. "Robust clusterwise linear regression through trimming," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3057-3069, December.
- Flores, Salvador, 2010. "On the efficient computation of robust regression estimators," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3044-3056, December.
- Mastronardi, Nicola & O'Leary, Dianne P., 2007. "Fast robust regression algorithms for problems with Toeplitz structure," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1119-1131, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Flores, Salvador, 2015. "SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression," European Journal of Operational Research, Elsevier, vol. 246(1), pages 44-50.
- Selin Ahipaşaoğlu, 2015. "Fast algorithms for the minimum volume estimator," Journal of Global Optimization, Springer, vol. 62(2), pages 351-370, June.
- Eugster, Manuel J.A. & Leisch, Friedrich & Strobl, Carolin, 2014. "(Psycho-)analysis of benchmark experiments: A formal framework for investigating the relationship between data sets and learning algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 986-1000.
- repec:eee:jmvana:v:157:y:2017:i:c:p:29-44 is not listed on IDEAS
- Arismendi, Juan C. & Broda, Simon, 2017. "Multivariate elliptical truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 157(C), pages 29-44.
- Mount, David M. & Netanyahu, Nathan S. & Piatko, Christine D. & Wu, Angela Y. & Silverman, Ruth, 2016. "A practical approximation algorithm for the LTS estimator," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 148-170.
More about this item
KeywordsCombinatorial search; Concentration step; Forward search; Least median of squares; Least trimmed squares; Logistic plots of power; Masking; Outlier detection;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:56:y:2012:i:8:p:2501-2512. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/csda .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.