scholarly journals Robust regression estimation and inference in the presence of cellwise and casewise contamination

2016 ◽  
Vol 99 ◽  
pp. 1-11 ◽  
Author(s):  
Andy Leung ◽  
Hongyang Zhang ◽  
Ruben Zamar
Keyword(s):  
Robust Regression ◽  
Regression Estimation

scholarly journals Least Absolute Deviation Support Vector Regression

2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Kuaini Wang ◽  
Jingjing Zhang ◽  
Yanyan Chen ◽  
Ping Zhong
Keyword(s):  
Support Vector Regression ◽  
Loss Function ◽  
Robust Regression ◽  
Support Vector ◽  
Regression Estimation ◽  
Least Absolute Deviation ◽  
Absolute Deviation ◽  
Robust Model ◽  
Benchmark Datasets ◽  
Classification And Regression

Least squares support vector machine (LS-SVM) is a powerful tool for pattern classification and regression estimation. However, LS-SVM is sensitive to large noises and outliers since it employs the squared loss function. To solve the problem, in this paper, we propose an absolute deviation loss function to reduce the effects of outliers and derive a robust regression model termed as least absolute deviation support vector regression (LAD-SVR). The proposed loss function is not differentiable. We approximate it by constructing a smooth function and develop a Newton algorithm to solve the robust model. Numerical experiments on both artificial datasets and benchmark datasets demonstrate the robustness and effectiveness of the proposed method.

Nonparametric robust regression estimation for censored data

2015 ◽  
Vol 58 (2) ◽  
pp. 505-525 ◽  
Author(s):  
Mohamed Lemdani ◽  
Elias Ould Saïd
Keyword(s):  
Censored Data ◽  
Robust Regression ◽  
Regression Estimation

scholarly journals Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application

2009 ◽  
Vol 13 (3/4) ◽  
pp. 293-321 ◽  
Author(s):  
James B. McDonald ◽  
◽  
Richard A. Michelfelder ◽  
Panayiotis Theodossiou ◽  
◽  
...  
Keyword(s):  
Asset Pricing ◽  
Robust Regression ◽  
Capital Asset Pricing Model ◽  
Estimation Methods ◽  
Capital Asset Pricing ◽  
Regression Estimation ◽  
Pricing Model ◽  
Capital Asset ◽  
Model Application ◽  
Asset Pricing Model
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