A fast algorithm for robust regression with penalised trimmed squares

Computational Statistics

Volumn 25, Issue 4, 2010, Pages 663-689

  Pitsoulis, L ^a   Zioutas, G ^a  

^a ARISTOTLE UNIVERSITY OF THESSALONIKI   (Greece)

Author keywords

Least trimmed squares; Outliers detection; Quadratic mixed integer programming; Robust regression

Indexed keywords

EID: 78649475627     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-010-0196-2     Document Type: Article

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