robust regression

Fast Algorithms for the Minimum Volume Estimator

  • Selin Damla Ahipasaoglu
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Statistics Tags , ,

    The MVE estimator is an important tool in robust regression and outlier detection in statistics. We develop fast and efficient algorithms for the MVE estimator problem and discuss how they can be implemented efficiently. The novelty of our approach stems from the recent developments in the first-order algorithms for solving the related Minimum Volume Enclosing … Read more

    A Penalized Trimmed Squares Method for Deleting Outliers in Robust Regression

  • Antonis Avramidis
  • Leonidas S. Pitsoulis
  • George Zioutas
    • Categories Statistics Tags , , , ,

    We consider the problem of identifying multiple outliers in linear regression models. In robust regression the unusual observations should be removed from the sample in order to obtain better fitting for the rest of the observations. Based on the LTS estimate, we propose a penalized trimmed square estimator PTS, where penalty costs for discarding outliers … Read more