The least trimmed quantile regression

Are polarized courts dangerous for litigation? Evidence from French labor courts

“…The least trimmed instrumental quantile regression is a robustness check capable of reducing the outliers' influence on the explanatory variable (Neykov et al ., 2012) and removing dirty estimators and inefficient statistics. The idea is to use a α -trimmed mean of the sample after the proportion of largest and smallest observations are removed from the dataset (Koenker and Bassett, 1978).…”

Modified Least Trimmed Quantile Regression to Overcome Effects of Leverage Points

“…Adrover et al [9] presented a robust estimation method that is unaffected by leverage points and, at the same time, maximizes the breakdown point. e disadvantages of the weighting method and depth quantiles are computational complexity and nonstandard asymptotic distributions Neykov et al [10].…”

“…Recently, least trimmed QReg is proposed by Neykov et al [10] to reduce the effects of HLPs. is method is a generalization of the location estimator that was proposed by Tableman [11] and least trimmed absolute deviation proposed by Hawkins and Olive [12].…”

“…is method is a generalization of the location estimator that was proposed by Tableman [11] and least trimmed absolute deviation proposed by Hawkins and Olive [12]. Neykov et al [10] proved the consistency of the least trimmed quantile regression method and discussed the breakdown point of the estimators.…”

Αλγόριθμοι ανίχνευσης έκτοπων παρατηρήσεων (outliers) στην ανθεκτική (robust) εκτίμηση συνδιακύμανσης και παλινδρόμησης

“…Η μέθοδος του αθροίσματος των αποκομμένων απολύτων αποκλίσεων μελετήθηκε από τους Hawkins and Olive (1999a), Neykov et al (2012). Σκοπό έχει να ελαχιστοποιήσει το άθροισμα των απολύτων καταλοίπων, r i , των καλυπτόμενων περιπτώσεων.…”