Applications and algorithms for least trimmed sum of absolute deviations regression
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Cited by:
- 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.
- Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Other publications TiSEM 646b48cc-6bdc-4b93-bc20-7, Tilburg University, School of Economics and Management.
- Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper 2004-130, Tilburg University, Center for Economic Research.
- 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.
- Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
- 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.
- 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.
- 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.
- Cizek, P., 2004.
"Asymptotics of Least Trimmed Squares Regression,"
Discussion Paper
2004-72, Tilburg University, Center for Economic Research.
- Cizek, P., 2004. "Asymptotics of Least Trimmed Squares Regression," Other publications TiSEM dab5d551-aca6-40bf-b92e-c, Tilburg University, School of Economics and Management.
- Mafusalov, Alexander & Uryasev, Stan, 2016. "CVaR (superquantile) norm: Stochastic case," European Journal of Operational Research, Elsevier, vol. 249(1), pages 200-208.
- Olive, David J., 2005. "Two simple resistant regression estimators," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 809-819, June.
- 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.
- 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.
- 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.
- Olive, David J. & Hawkins, Douglas M., 2003. "Robust regression with high coverage," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 259-266, July.
- 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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