Robust three-step regression based on comedian and its performance in cell-wise and case-wise outliers

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dc.citation.journalTitleMathematicseng
dc.contributor.authorVelasco H.
dc.contributor.authorLaniado H.
dc.contributor.authorToro M.
dc.contributor.authorLeiva V.
dc.contributor.authorLio Y.
dc.contributor.departmentUniversidad EAFIT. Departamento de Ingeniería de Sistemasspa
dc.contributor.researchgroupI+D+I en Tecnologías de la Información y las Comunicacionesspa
dc.creatorVelasco H.
dc.creatorLaniado H.
dc.creatorToro M.
dc.creatorLeiva V.
dc.creatorLio Y.
dc.date.accessioned2021-04-12T20:55:49Z
dc.date.available2021-04-12T20:55:49Z
dc.date.issued2020-01-01
dc.description.abstractBoth cell-wise and case-wise outliers may appear in a real data set at the same time. Few methods have been developed in order to deal with both types of outliers when formulating a regression model. In this work, a robust estimator is proposed based on a three-step method named 3S-regression, which uses the comedian as a highly robust scatter estimate. An intensive simulation study is conducted in order to evaluate the performance of the proposed comedian 3S-regression estimator in the presence of cell-wise and case-wise outliers. In addition, a comparison of this estimator with recently developed robust methods is carried out. The proposed method is also extended to the model with continuous and dummy covariates. Finally, a real data set is analyzed for illustration in order to show potential applications. © 2020 by the authors.eng
dc.identifierhttps://eafit.fundanetsuite.com/Publicaciones/ProdCientif/PublicacionFrw.aspx?id=12181
dc.identifier.doi10.3390/MATH8081259
dc.identifier.issn22277390
dc.identifier.otherWOS;000567322300001
dc.identifier.otherSCOPUS;2-s2.0-85089678854
dc.identifier.urihttp://hdl.handle.net/10784/28651
dc.language.isoengeng
dc.publisherMDPI AG
dc.relationDOI;10.3390/MATH8081259
dc.relationWOS;000567322300001
dc.relationSCOPUS;2-s2.0-85089678854
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85089678854&doi=10.3390%2fMATH8081259&partnerID=40&md5=009e74b718083f58abc4c03e676fef7f
dc.rightshttps://v2.sherpa.ac.uk/id/publication/issn/2227-7390
dc.sourceMathematics
dc.subject3S-regressioneng
dc.subjectCase-wise contaminationeng
dc.subjectComedianeng
dc.subjectMADeng
dc.subjectMonte carlo simulationeng
dc.subjectR softwareeng
dc.subjectRobustnesseng
dc.subjectRocke S-estimatoreng
dc.titleRobust three-step regression based on comedian and its performance in cell-wise and case-wise outlierseng
dc.typeinfo:eu-repo/semantics/articleeng
dc.typearticleeng
dc.typeinfo:eu-repo/semantics/publishedVersioneng
dc.typepublishedVersioneng
dc.type.localArtículospa

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