OWA operators in linear regression and detection of outliers
Beliakov, Gleb and Yager, Ronald R. 2009, OWA operators in linear regression and detection of outliers, in AGOP 2009 : Proceedings of the Fifth International Summer School on Aggregation Operators, Universitat de les Illes Balears, Palma, Spain, pp. 71-76.
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Title
OWA operators in linear regression and detection of outliers
We consider the use of Ordered Weighted Averaging (OWA) in linear regression. Our goal is to replace the traditional least squares, least absolute deviation, and maximum likelihood criteria with an OWA function of the residuals. We obtain several high breakdown robust regression methods as special cases (least median, least trimmed squares, trimmed likelihood methods). We also present new formulations of regression problem. OWA-based regression is particularly useful in the presence of outliers.
ISBN
9788483841013
Language
eng
Field of Research
080108 Neural, Evolutionary and Fuzzy Computation
Socio Economic Objective
970108 Expanding Knowledge in the Information and Computing Sciences