Robust regression trees based on m-estimators

The paper addresses the problem of robustness of regression trees with respect to outlying data. New robust tree-based procedures are described, which are obtained by introducing in the tree building phase some objective functions already used in the linear robust regression approach, namely Huber’s and Tukey’s bisquare functions. The performance of the new procedures is evaluated through a Monte Carlo experiment.

MoreLess

Year of publication:	2007
Authors:	Galimberti, Giuliano ; Pillati, Marilena ; Soffritti, Gabriele
Published in:	Statistica. - Dipartimento di Scienze Statistiche "Paolo Fortunati", ISSN 0390-590X. - Vol. 67.2007, 2, p. 173-190
Publisher:	Dipartimento di Scienze Statistiche "Paolo Fortunati"

Check Google Scholar |

More access options

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008492242