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Online signal extraction by robust linear regression. (English) Zbl 1114.62047

The authors consider a local linear nonparametric smoothing technique based on different robust approaches: least median of squares; least trimmed squares; repeated median and deepest regression. Breakdown points of the algorithms are discussed. Properties of the algorithms are compared via simulations for normal, heavy tailed, skewed errors and for additive outliers. An application to medical data is considered.

MSC:

62G08 Nonparametric regression and quantile regression
62G35 Nonparametric robustness
62-08 Computational methods for problems pertaining to statistics
62J05 Linear regression; mixed models
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