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Subject
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Combinatorial machine learning 2 Least absolute deviations 2 Least trimmed squares 2 Robust statistics 2 Trimmed absolute deviations 2 Artificial intelligence 1 Estimation theory 1 Kleinste-Quadrate-Methode 1 Künstliche Intelligenz 1 Least squares method 1 Robustes Verfahren 1 Schätztheorie 1
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Free 2
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Article 2
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
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English 2
Author
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Rebennack, Steffen 2 Sudermann-Merx, Nathan 2
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OR Spectrum 1 OR spectrum : quantitative approaches in management 1
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ECONIS (ZBW) 1 EconStor 1
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Leveraged least trimmed absolute deviations
Sudermann-Merx, Nathan; Rebennack, Steffen - In: OR spectrum : quantitative approaches in management 43 (2021) 3, pp. 809-834
Persistent link: https://www.econbiz.de/10012622299
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Cover Image
Leveraged least trimmed absolute deviations
Sudermann-Merx, Nathan; Rebennack, Steffen - In: OR Spectrum 43 (2021) 3, pp. 809-834
The design of regression models that are not affected by outliers is an important task which has been subject of numerous papers within the statistics community for the last decades. Prominent examples of robust regression models are least trimmed squares (LTS), where the k largest squared...
Persistent link: https://www.econbiz.de/10014497483
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