A fast algorithm for robust regression with penalised trimmed squares
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DOI: 10.1007/s00180-010-0196-2
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- Sebert, David M. & Montgomery, Douglas C. & Rollier, Dwayne A., 1998. "A clustering algorithm for identifying multiple outliers in linear regression," Computational Statistics & Data Analysis, Elsevier, vol. 27(4), pages 461-484, June.
- Billor, Nedret & Hadi, Ali S. & Velleman, Paul F., 2000. "BACON: blocked adaptive computationally efficient outlier nominators," Computational Statistics & Data Analysis, Elsevier, vol. 34(3), pages 279-298, September.
- Hawkins, Douglas M. & Olive, David J., 1999. "Improved feasible solution algorithms for high breakdown estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 1-11, March.
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Cited by:
- Wang, Yong & Fu, Chengqun & Guo, Jie & Yu, Qin, 2016. "A robust regression based on weighted LSSVM and penalized trimmed squaresAuthor-Name: Liu, Jianyong," Chaos, Solitons & Fractals, Elsevier, vol. 89(C), pages 328-334.
- 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.
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Keywords
Robust regression; Quadratic mixed integer programming; Least trimmed squares; Outliers detection;All these keywords.
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