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A fast algorithm for robust regression with penalised trimmed squares

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  • L. Pitsoulis
  • G. Zioutas

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  • L. Pitsoulis & G. Zioutas, 2010. "A fast algorithm for robust regression with penalised trimmed squares," Computational Statistics, Springer, vol. 25(4), pages 663-689, December.
    • Handle: RePEc:spr:compst:v:25:y:2010:i:4:p:663-689
    DOI: 10.1007/s00180-010-0196-2
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. 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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    Citations

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    Cited by:

    1. 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.
    2. 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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