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Least quantile regression via modern optimization
The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. We address the Least Quantile of Squares (LQS) (and in particular the Least Median of Squares) regression problem using modern optimization methods. We propose a Mixed Integer Optimization (MIO) formulation of the LQS problem which allows us to find a provably global optimal so...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2000
ISSN: 1061-8600
DOI: 10.2307/1390613