Duality and local sensitivity analysis in least squares, minimax, and least absolute values regressions

DOI10.1080/00949650701460616zbMath1149.62062OpenAlexW2144203270MaRDI QIDQ3543758

R. Mínguez, Ali S. Hadi, Carmen Castillo, Enrique F. Castillo

Publication date: 4 December 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701460616

zbMATH Keywords

outliersdual problemoptimization problemsmathematical programmingdual variablesprimal problem

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

Robust coefficients of correlation or spatial autocorrelation based on implicit weighting

Cites Work

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• Detection of Influential Observation in Linear Regression
• Assessing Influence in Regression Analysis with Censored Data
• A comparative analysis of multiple outlier detection procedures in the linear regression model.

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