A fast algorithm for robust regression with penalised trimmed squares

DOI10.1007/s00180-010-0196-2zbMath1416.62434arXiv0901.0876OpenAlexW3103377816MaRDI QIDQ650724

George Zioutas, Leonidas S. Pitsoulis

Publication date: 26 November 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.0876

zbMATH Keywords

robust regressionleast trimmed squaresoutliers detectionquadratic mixed integer programming

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Mixed integer programming (90C11) Diagnostics, and linear inference and regression (62J20)

Related Items

Optimization techniques for robust multivariate location and scatter estimation, A robust regression based on weighted LSSVM and penalized trimmed squares

Uses Software

• mvBACON

Cites Work

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