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A fast algorithm for robust regression with penalised trimmed squares

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Listed author(s):
  • L. Pitsoulis

    ()

  • G. Zioutas
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    Abstract

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    File URL: http://hdl.handle.net/10.1007/s00180-010-0196-2
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    Article provided by Springer in its journal Computational Statistics.

    Volume (Year): 25 (2010)
    Issue (Month): 4 (December)
    Pages: 663-689

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    Handle: RePEc:spr:compst:v:25:y:2010:i:4:p:663-689
    DOI: 10.1007/s00180-010-0196-2
    Contact details of provider: Web page: http://www.springer.com

    Order Information: Web: http://www.springer.com/statistics/journal/180/PS2

    Keywords: Robust regression; Quadratic mixed integer programming; Least trimmed squares; Outliers detection;

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    1. 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.
    2. 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.
    3. 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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