Summary
We propose an exchange algorithm (EA) for computing the least quartile difference estimate in a multiple linear regression model. Empirical results suggest that the EA is faster and more accurate than the usual p-subset algorithm.
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Agulló, J. (2003). An Exchange Algorithm for Computing the Least Quartile Difference Estimator. In: Dutter, R., Filzmoser, P., Gather, U., Rousseeuw, P.J. (eds) Developments in Robust Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-642-57338-5_2
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DOI: https://doi.org/10.1007/978-3-642-57338-5_2
Publisher Name: Physica, Heidelberg
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