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Recursive robust regression computational aspects and comparison

✍ Scribed by Jaromír Antoch; Hakan Ekblom


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
861 KB
Volume
19
Category
Article
ISSN
0167-9473

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📜 SIMILAR VOLUMES


Robust procedures in multiple regression
✍ Maria Rosaria D'esposito; Marilena Furno 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 938 KB

A number of robust and diagnostic techniques for the linear regression are in terms of p-dimensional subsets of the original sample. In a sample of size n this leads to consider ' ~ Cp subsets. To reduce the computational burden, a limited number of subsets can be selected by means of a sub-sampling