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Title: The least trimmed squares. Part I: Consistency (English)
Author: Víšek, Jan Ámos
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 42
Issue: 1
Year: 2006
Pages: 1-36
Summary lang: English
Category: math
Summary: The consistency of the least trimmed squares estimator (see Rousseeuw [Rous] or Hampel et al. [HamRonRouSta]) is proved under general conditions. The assumptions employed in paper are discussed in details to clarify the consequences for the applications. (English)
Keyword: robust regression
Keyword: the least trimmed squares
Keyword: consistency
Keyword: discussion of assumptions and of algorithm for evaluation of estimator
MSC: 62F12
MSC: 62F35
MSC: 62F40
MSC: 62J05
idZBL: Zbl 1248.62033
idMR: MR2208518
Date available: 2009-09-24T20:13:34Z
Last updated: 2015-03-28
Stable URL:
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