An algorithm for computing exact least-trimmed squares estimate of simple linear regression with constraints

DOI10.1016/j.csda.2004.04.003zbMath1429.62296OpenAlexW2028296818MaRDI QIDQ957150

B. E. Eshmatov

Publication date: 26 November 2008

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

Full work available at URL: https://doi.org/10.1016/j.csda.2004.04.003

zbMATH Keywords

robustconstraintbreakdown valuesimple regressionleast-trimmed squares

Mathematics Subject Classification ID

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

Related Items (3)

Modified regression estimators using robust regression methods and covariance matrices in stratified random sampling ⋮ A fast algorithm for robust regression with penalised trimmed squares ⋮ Benchmark testing of algorithms for very robust regression: FS, LMS and LTS

Uses Software

• BVLS

Cites Work

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• A General Qualitative Definition of Robustness

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