Artículo

Salibian-Barrera, M.; Yohai, V.J. "A fast algorithm for S-regression estimates" (2006) Journal of Computational and Graphical Statistics. 15(2):414-427
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Abstract:

Equivariant high-breakdown point regression estimates are computationally expensive, and the corresponding algorithms become unfeasible for moderately large number of regressors. One important advance to improve the computational speed of one such estimator is the fast-LTS algorithm. This article proposes an analogous algorithm for computing S-estimates. The new algorithm, that we call "fast-S", is also based on a "local improvement" step of the resampling initial candidates. This allows for a substantial reduction of the number of candidates required to obtain a good approximation to the optimal solution. We performed a simulation study which shows that S-estimators computed with the fast-S algorithm compare favorably to the LTS-estimators computed with the fast-LTS algorithm. ©2006 American Statistical Association, Institute of Mathematical Statistics, and Interface Foundation of North America.

Registro:

Documento: Artículo
Título:A fast algorithm for S-regression estimates
Autor:Salibian-Barrera, M.; Yohai, V.J.
Filiación:Department of Statistics, University of British Columbia, 333-6356 Agricultural Road, Vancouver, BC V6T 1Z2, Canada
Departamento de Matematica, Universidad de Buenos Aires, Ciudad Universitaria, Pabellon 1, 1428 Buenos Aires, Argentina
Palabras clave:High breakdown point; Linear regression; Robustness
Año:2006
Volumen:15
Número:2
Página de inicio:414
Página de fin:427
DOI: http://dx.doi.org/10.1198/106186006X113629
Título revista:Journal of Computational and Graphical Statistics
Título revista abreviado:J. Comput. Graph. Stat.
ISSN:10618600
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_10618600_v15_n2_p414_SalibianBarrera

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Citas:

---------- APA ----------
Salibian-Barrera, M. & Yohai, V.J. (2006) . A fast algorithm for S-regression estimates. Journal of Computational and Graphical Statistics, 15(2), 414-427.
http://dx.doi.org/10.1198/106186006X113629
---------- CHICAGO ----------
Salibian-Barrera, M., Yohai, V.J. "A fast algorithm for S-regression estimates" . Journal of Computational and Graphical Statistics 15, no. 2 (2006) : 414-427.
http://dx.doi.org/10.1198/106186006X113629
---------- MLA ----------
Salibian-Barrera, M., Yohai, V.J. "A fast algorithm for S-regression estimates" . Journal of Computational and Graphical Statistics, vol. 15, no. 2, 2006, pp. 414-427.
http://dx.doi.org/10.1198/106186006X113629
---------- VANCOUVER ----------
Salibian-Barrera, M., Yohai, V.J. A fast algorithm for S-regression estimates. J. Comput. Graph. Stat. 2006;15(2):414-427.
http://dx.doi.org/10.1198/106186006X113629