Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6902901 | Simulation Modelling Practice and Theory | 2014 | 11 Pages |
Abstract
In this work we develop a new algorithm for robust leverage estimate based on Least Trimmed Euclidean Deviations (LTED). Extensive computational, Monte-Carlo simulations, with varying types of outliers and degrees of contamination, indicate that the LTED procedure identifies successfully the multiple outliers, and the resulting robust leverage improves significantly the PTS performance.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
C. Chatzinakos, G. Zioutas,