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Computing the update of the repeated median regression line in linear time

✍ Scribed by Thorsten Bernholt; Roland Fried

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
210 KB
Volume
88
Category
Article
ISSN
0020-0190

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✦ Synopsis

The repeated median line estimator is a highly robust method for fitting a regression line to a set of n data points in the plane. In this paper, we consider the problem of updating the estimate after a point is removed from or added to the data set. This problem occurs, e.g., in statistical online monitoring, where the computational effort is often critical. We present a deterministic algorithm for the update working in O(n) time and O(n 2 ) space.

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