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Speeding up the Computation of the Least Quartile Difference Estimator

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Abstract

We propose modified p-subset algorithms for computing the least quartile difference and least trimmed difference estimates in a multiple linear regression model.

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References

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Author information

Authors and Affiliations

  1. Departamento de Fundamentos del Análisis Económico, Universidad de Alicante, E-03080, Alicante, Spain

    José Agulló

Authors
  1. José Agulló
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Editor information

Editors and Affiliations

  1. Statistics Department, IACR-Rothamsted, AL5 2JQ, Harpenden, Herts, UK

    Roger Payne

  2. Department of Mathematics, University of Bristol, BS8 1TW, Bristol, UK

    Peter Green

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© 1998 Springer-Verlag Berlin Heidelberg

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Agulló, J. (1998). Speeding up the Computation of the Least Quartile Difference Estimator. In: Payne, R., Green, P. (eds) COMPSTAT. Physica, Heidelberg. https://doi.org/10.1007/978-3-662-01131-7_15

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  • DOI: https://doi.org/10.1007/978-3-662-01131-7_15

  • Publisher Name: Physica, Heidelberg

  • Print ISBN: 978-3-7908-1131-5

  • Online ISBN: 978-3-662-01131-7

  • eBook Packages: Springer Book Archive

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