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A practical approximation algorithm for the LMS line estimator

Author

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  • Mount, David M.
  • Netanyahu, Nathan S.
  • Romanik, Kathleen
  • Silverman, Ruth
  • Wu, Angela Y.

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Suggested Citation

  • Mount, David M. & Netanyahu, Nathan S. & Romanik, Kathleen & Silverman, Ruth & Wu, Angela Y., 2007. "A practical approximation algorithm for the LMS line estimator," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2461-2486, February.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:5:p:2461-2486
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    References listed on IDEAS

    as
    1. 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.
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    Cited by:

    1. Flores, Salvador, 2015. "SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression," European Journal of Operational Research, Elsevier, vol. 246(1), pages 44-50.
    2. Marco Cattaneo & Andrea Wiencierz, 2014. "On the implementation of LIR: the case of simple linear regression with interval data," Computational Statistics, Springer, vol. 29(3), pages 743-767, June.
    3. Roozbeh, Mahdi, 2016. "Robust ridge estimator in restricted semiparametric regression models," Journal of Multivariate Analysis, Elsevier, vol. 147(C), pages 127-144.
    4. Mount, David M. & Netanyahu, Nathan S. & Piatko, Christine D. & Wu, Angela Y. & Silverman, Ruth, 2016. "A practical approximation algorithm for the LTS estimator," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 148-170.

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