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Applications and algorithms for least trimmed sum of absolute deviations regression

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  • Hawkins, Douglas M.
  • Olive, David

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  • Hawkins, Douglas M. & Olive, David, 1999. "Applications and algorithms for least trimmed sum of absolute deviations regression," Computational Statistics & Data Analysis, Elsevier, vol. 32(2), pages 119-134, December.
    • Handle: RePEc:eee:csdana:v:32:y:1999:i:2:p:119-134
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    References listed on IDEAS

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    1. Hawkins, Douglas M., 1994. "The feasible solution algorithm for least trimmed squares regression," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 185-196, February.
    2. Douglas M. Hawkins & Jeffrey S. Simonoff, 1993. "High Breakdown Regression and Multivariate Estimation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 42(2), pages 423-432, June.
    3. Oosterhoff, J., 1994. "Trimmed mean or sample median?," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 401-409, August.
    4. Niinimaa, A. & Oja, H. & Tableman, Mara, 1990. "The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 325-328, September.
    5. Hawkins, Douglas M., 1993. "The feasible set algorithm for least median of squares regression," Computational Statistics & Data Analysis, Elsevier, vol. 16(1), pages 81-101, June.
    6. Tableman, Mara, 1994. "The influence functions for the least trimmed squares and the least trimmed absolute deviations estimators," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 329-337, March.
    7. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
    8. Tableman, Mara, 1994. "The asymptotics of the least trimmed absolute deviations (LTAD) estimator," Statistics & Probability Letters, Elsevier, vol. 19(5), pages 387-398, April.
    9. Hossjer, O. & Croux, C. & Rousseeuw, P. J., 1994. "Asymptotics of Generalized S-Estimators," Journal of Multivariate Analysis, Elsevier, vol. 51(1), pages 148-177, October.
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    Citations

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    Cited by:

    1. Čížek, Pavel, 2008. "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
    2. Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Other publications TiSEM eeccf622-dd18-41d4-a2f9-b, Tilburg University, School of Economics and Management.
    3. Klouda, Karel, 2015. "An exact polynomial time algorithm for computing the least trimmed squares estimate," Computational Statistics & Data Analysis, Elsevier, vol. 84(C), pages 27-40.
    4. Ekele Alih & Hong Choon Ong, 2015. "Cluster-based multivariate outlier identification and re-weighted regression in linear models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(5), pages 938-955, May.
    5. Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
    6. Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Discussion Paper 2004-72, Tilburg University, Center for Economic Research.
    7. Mafusalov, Alexander & Uryasev, Stan, 2016. "CVaR (superquantile) norm: Stochastic case," European Journal of Operational Research, Elsevier, vol. 249(1), pages 200-208.
    8. Olive, David J., 2005. "Two simple resistant regression estimators," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 809-819, June.
    9. Nathan Sudermann-Merx & Steffen Rebennack, 2021. "Leveraged least trimmed absolute deviations," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 809-834, September.
    10. C. Chatzinakos & L. Pitsoulis & G. Zioutas, 2016. "Optimization techniques for robust multivariate location and scatter estimation," Journal of Combinatorial Optimization, Springer, vol. 31(4), pages 1443-1460, May.
    11. Hawkins, Douglas M. & Khan, Dost Muhammad, 2009. "A procedure for robust fitting in nonlinear regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4500-4507, October.
    12. Olive, David J. & Hawkins, Douglas M., 2003. "Robust regression with high coverage," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 259-266, July.
    13. Bernholt, Thorsten, 2006. "Robust Estimators are Hard to Compute," Technical Reports 2005,52, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

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