Robust algorithms for multiphase regression models

DOI10.1016/j.apm.2019.09.009zbMath1481.62039OpenAlexW2972557308MaRDI QIDQ1988803

Kang-Ping Lu, Shao-Tung Chang

Publication date: 24 April 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2019.09.009

zbMATH Keywords

outliersrobust regressionexpectation-maximization algorithmchange-pointmultiphase regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• robustbase
• Segmented
• wbs
• AR1seg

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On optimal multiple changepoint algorithms for large data
• Robust fitting of mixtures using the trimmed likelihood estimator
• Robust fitting of mixture regression models
• Wild binary segmentation for multiple change-point detection
• Robust bent line regression
• A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
• A general criterion to determine the number of change-points
• Estimating nonlinear regression with and without change-points by the LAD method
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Small sample corrections for LTS and MCD
• Detection of a change-point in Student-\(t\) linear regression models
• Choosing initial values for the EM algorithm for finite mixtures
• Estimation of multiple-regime regressions with least absolutes deviation
• Fitting multiple change-point models to data
• Robust mixture regression using the \(t\)-distribution
• A comparison of estimators for regression models with change points
• Robust mean change-point detecting through Laplace linear regression using EM algorithm
• A computationally efficient nonparametric approach for changepoint detection
• Nonparametric maximum likelihood approach to multiple change-point problems
• Least Median of Squares Regression
• Numerical Bayesian Methods Applied to Signal Processing
• Optimal Detection of Changepoints With a Linear Computational Cost
• Changepoint Detection in the Presence of Outliers
• Heterogeneous Change Point Inference
• Robust Statistics
• Multiscale Change Point Inference
• Sample Criteria for Testing Outlying Observations
• Robust Statistics

This page was built for publication: Robust algorithms for multiphase regression models