Parallel algorithms for least median of squares regression
โ Scribed by Chong-wei Xu; Wei-Kei Shiue
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 939 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0167-9473
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๐ SIMILAR VOLUMES
Computationally efficient parallel algorithms for downdating the least squares estimator of the ordinary linear regression are proposed. The algorithms, which are based on the QR decomposition, are block versions of sequential Givens strategies and efficiently exploit the triangular structure of the
The program LMSMVE performs robust regression analysis by using the method of the least median of squares. It also computes robust distances to locate leverage points. that is. outliers with respect to the set of independent variables. LMSMVE constructs plots of least median of squares residuals aga