The feasible set algorithm for least median of squares regression

DOI10.1016/0167-9473(93)90246-pzbMath0875.62305MaRDI QIDQ137210

Douglas M. Hawkins, Douglas M. Hawkins

Publication date: June 1993

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

linear programmingelemental setsChebyshev criterionhigh breakdown regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of mathematical programming (90C90) Probabilistic methods, stochastic differential equations (65C99)

Related Items (17)

Least trimmed squares regression, least median squares regression, and mathematical program\-ming ⋮ An Anscombe type robust regression statistic ⋮ Positive-breakdown regression by minimizing nested scale estimators ⋮ QUANTILE APPROXIMATION FOR ROBUST STATISTICAL ESTIMATION AND k-ENCLOSING PROBLEMS ⋮ An evolutionary algorithm for robust regression ⋮ Least quantile regression via modern optimization ⋮ Improving bias-robustness of regression estimates through projections ⋮ Convergence of the feasible solution algorithm for least median of squares regression ⋮ An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints ⋮ Some software for computing robust linear or nonlinear regression estimators ⋮ On the implementation of LIR: the case of simple linear regression with interval data ⋮ A regression model selection criterion based on bootstrap bumping for use with resistant fitting. ⋮ A practical approximation algorithm for the LMS line estimator ⋮ Improved feasible solution algorithms for high breakdown estimation. ⋮ Robust regression with both continuous and categorical predictors ⋮ rFSA ⋮ Unconventional features of positive-breakdown estimators

Cites Work

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• On rational Chebyshev approximation
• Algorithms and complexity for least median of squares regression
• Hedonic housing prices and the demand for clean air
• An Exact Penalty Method for Constrained, Discrete, Linear $l_\infty $ Data Fitting
• Least Median of Squares Regression
• Solution of Systems of Complex Linear Equations in the $l_\infty $ Norm with Constraints on the Unknowns
• Time- and Space-Efficient Algorithms for Least Median of Squares Regression
• Using the least squares estimator in Chebyshev estimation
• An Empirical Quantile Function for Linear Models with | operatornameiid Errors
• Algorithm 495: Solution of an Overdetermined System of Linear Equations in the Chebychev Norm [F4]

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