An exact polynomial time algorithm for computing the least trimmed squares estimate

DOI10.1016/j.csda.2014.11.001OpenAlexW1990197446MaRDI QIDQ1623804

Karel Klouda

Publication date: 23 November 2018

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

Full work available at URL: https://arxiv.org/abs/1001.1297

zbMATH Keywords

robust estimationLTS exact algorithmLTS objective function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Trimmed estimator for circular–circular regression: breakdown properties and an exact algorithm for computation

Uses Software

• Armadillo

Cites Work

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• Improved feasible solution algorithms for high breakdown estimation.
• The feasible solution algorithm for least trimmed squares regression
• On high breakdown point estimation
• Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
• Least Median of Squares Regression
• New algorithms for computing the least trimmed squares regression estimator

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