A fast algorithm for robust regression with penalised trimmed squares
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References listed on IDEAS
- Billor, Nedret & Hadi, Ali S. & Velleman, Paul F., 2000. "BACON: blocked adaptive computationally efficient outlier nominators," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 279-298, September.
- Sebert, David M. & Montgomery, Douglas C. & Rollier, Dwayne A., 1998. "A clustering algorithm for identifying multiple outliers in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 27(4), pages 461-484, June.
- 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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KeywordsRobust regression; Quadratic mixed integer programming; Least trimmed squares; Outliers detection;
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