| Title:
|
The least trimmed squares. Part III: Asymptotic normality (English) |
| Author:
|
Víšek, Jan Ámos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
42 |
| Issue:
|
2 |
| Year:
|
2006 |
| Pages:
|
203-224 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Asymptotic normality of the least trimmed squares estimator is proved under general conditions. At the end of paper a discussion of applicability of the estimator (including the discussion of algorithm for its evaluation) is offered. (English) |
| Keyword:
|
robust regression |
| Keyword:
|
the least trimmed squares |
| Keyword:
|
$\sqrt{n}$-consistency |
| Keyword:
|
asymptotic normality |
| MSC:
|
62F12 |
| MSC:
|
62F35 |
| MSC:
|
62F40 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 1248.62035 |
| idMR:
|
MR2241785 |
| . |
| Date available:
|
2009-09-24T20:15:20Z |
| Last updated:
|
2015-03-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135709 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/135697 |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/135708 |
| . |
| Reference:
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