Artículo
The determination of a "least quantile of squares regression line" for all quantiles
Autor/es | Carrizosa Priego, Emilio José
Plastria, Frank |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 1994-09-01 |
Fecha de depósito | 2021-04-26 |
Publicado en |
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Resumen | Least median of squares regression has shown to be an extremely useful tool in robust regression analysis.
In this note, we extend this concept to least quantile of squares regression, and propose a polynomial algorithm ... Least median of squares regression has shown to be an extremely useful tool in robust regression analysis. In this note, we extend this concept to least quantile of squares regression, and propose a polynomial algorithm that finds simultaneously an estimator for each quantile. This leads to a proposal of a robust minimum scale regression line and a polynomial algorithm for its determination. |
Cita | Carrizosa Priego, E.J. y Plastria, F. (1994). The determination of a "least quantile of squares regression line" for all quantiles. Computational Statistics & Data Analysis, 20 (5), 467-479. |
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