메뉴 건너뛰기




Volumn 21, Issue 2, 2005, Pages 323-334

Deleting outliers in robust regression with mixed integer programming

Author keywords

Deleting outliers; Least trimmed squares; Penalty method; Quadraticmixed integer programming; Robust regression

Indexed keywords


EID: 18244384955     PISSN: 01689673     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10255-005-0240-0     Document Type: Article
Times cited : (19)

References (24)
  • 2
    • 0011378371 scopus 로고
    • p-approximation
    • J.B. Rosen, O.L. Mangasarian and K. Ritter,eds.. Academic Press, New York
    • p-Approximation, Nonlinear Programming, J.B. Rosen, O.L. Mangasarian and K. Ritter,eds.. Academic Press, New York, 447-464, 1970
    • (1970) Nonlinear Programming , pp. 447-464
    • Barrodale, I.1    Roberts, D.K.2
  • 7
    • 0002661885 scopus 로고
    • Optimally bounding the gross error sensitivity and influence of position in factor space
    • ASA, Wasinghton, D.C.
    • Hampel, F.R. Optimally bounding the gross error sensitivity and influence of position in factor space. Proceedings of the ASA Statistical Computing Section, ASA, Wasinghton, D.C., 59-64 (1978)
    • (1978) Proceedings of the ASA Statistical Computing Section , pp. 59-64
    • Hampel, F.R.1
  • 10
    • 0004263316 scopus 로고
    • unpublished memorandum, Bell Telephone Laboratories, Murray Hill, New Jersey
    • Mallows, C.L. On Some Topics in Robustness, unpublished memorandum, Bell Telephone Laboratories, Murray Hill, New Jersey, 1975
    • (1975) On Some Topics in Robustness
    • Mallows, C.L.1
  • 12
    • 18244400196 scopus 로고    scopus 로고
    • Algorithms for the solution of large-scale Quadratic Mixed Integer Programming (QMIP) models
    • August Brunel, U.K. 2003
    • Mitra, G., Guertler, M., Ellison, F. Algorithms for the Solution of Large-Scale Quadratic Mixed Integer Programming (QMIP) models, International Symposium on Mathematical Programming, August 2003, Brunel, U.K. 2003
    • (2003) International Symposium on Mathematical Programming
    • Mitra, G.1    Guertler, M.2    Ellison, F.3
  • 17
    • 0001512292 scopus 로고
    • Robust regression by means of S estimators in: Robust and nonlinear time series analyses
    • J. Franke, W. Hardie, and R. D. Martin, eds. Springer-Verlag, New York
    • Rousseeuw, P. J., Yohai, V.J. Robust Regression by Means of S Estimators In: Robust and Nonlinear Time Series Analyses (Lecture Notes in Statistics No. 26), J. Franke, W. Hardie, and R. D. Martin, eds. Springer-Verlag, New York, 1984, 256-272
    • (1984) Lecture Notes in Statistics No. 26 , vol.26 , pp. 256-272
    • Rousseeuw, P.J.1    Yohai, V.J.2
  • 21
    • 0001742386 scopus 로고
    • High breakdown-point and high efficiency robust estimates for regression
    • Yohai, V.J. High breakdown-point and high efficiency robust estimates for regression. Annals of Statistics, 15: 642-656 (1987)
    • (1987) Annals of Statistics , vol.15 , pp. 642-656
    • Yohai, V.J.1
  • 22
    • 84950426631 scopus 로고
    • High breakdown-point estimates of regression by means of minimization of an efficient scale
    • Yohai, V.J., Zamar, R.Z. High breakdown-point estimates of regression by means of minimization of an efficient scale. Journal of the American Statistical Association, 83: 406-413 (1988)
    • (1988) Journal of the American Statistical Association , vol.83 , pp. 406-413
    • Yohai, V.J.1    Zamar, R.Z.2
  • 23
    • 18244370366 scopus 로고    scopus 로고
    • Quadratic mixed integer programming models in minimax robust regression estimators. Theory and applications of recent robust methods
    • Eds., M. Hubert, G. Pison, A. Struyf, S. Van Aelst, 2004 Birkhauser Verlag Basel/Switzerland
    • Zioutas, G. Quadratic mixed integer programming models in minimax robust regression estimators. Theory and applications of recent robust methods. Statistics for Industry and Technology, Eds., M. Hubert, G. Pison, A. Struyf, S. Van Aelst, 2004 Birkhauser Verlag Basel/Switzerland, 2004, 387-400
    • (2004) Statistics for Industry and Technology , pp. 387-400
    • Zioutas, G.1
  • 24
    • 0031223624 scopus 로고    scopus 로고
    • Camarinopoulos, Bora Senta E. Robust autoregressive estimates using quadratic programming
    • Zioutas, G., L. Camarinopoulos, Bora Senta E. Robust Autoregressive Estimates using Quadratic Programming. European Journal of Operational Research, 101: 486-498(1997)
    • (1997) European Journal of Operational Research , vol.101 , pp. 486-498
    • Zioutas, G.L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.