Algorithms

  1. Peter J. Rousseeuw,
  2. Annick M. Leroy

Published Online: 28 JAN 2005

DOI: 10.1002/0471725382.ch5

Robust Regression and Outlier Detection

Robust Regression and Outlier Detection

How to Cite

Rousseeuw, P. J. and Leroy, A. M. (2005) Algorithms, in Robust Regression and Outlier Detection, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/0471725382.ch5

Publication History

  1. Published Online: 28 JAN 2005
  2. Published Print: 19 OCT 1987

ISBN Information

Print ISBN: 9780471852339

Online ISBN: 9780471725381

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Keywords:

  • algorithms;
  • least median of squares;
  • regression coefficient;
  • computation;
  • regression estimates

Summary

This chapter includes the following topics:

  • Structure of the Algorithm Used in PROGRESS

  • Special Algorithms for Simple Regression

  • Other High-Breakdown Estimators

  • Some Simulation Results

  • Exercises and Problems