| Title:
|
The least trimmed squares. Part II: $\sqrt{n}$-consistency (English) |
| Author:
|
Víšek, Jan Ámos |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
42 |
| Issue:
|
2 |
| Year:
|
2006 |
| Pages:
|
181-202 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
$\sqrt{n}$-consistency of the least trimmed squares estimator is proved under general conditions. The proof is based on deriving the asymptotic linearity of normal equations. (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 1248.62034 |
| idMR:
|
MR2241784 |
| . |
| Date available:
|
2009-09-24T20:15:12Z |
| Last updated:
|
2015-03-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/135708 |
| . |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/135697 |
| Related article:
|
http://dml.cz/handle/10338.dmlcz/135709 |
| . |
| Reference:
|
[1] Čížek P.: Analýza citlivosti $k$-krokových $M$-odhadů (Sensitivity analysis of $k$-step $M$-estimators, in Czech).Diploma Thesis, Czech Technical University, Prague 1996 |
| Reference:
|
[2] Hewitt E., Stromberg K.: Real and Abstract Analysis.Springer–Verlag, Berlin 1965 Zbl 0307.28001, MR 0367121 |
| Reference:
|
[3] Víšek J. Á.: Sensitivity analysis $M$-estimates.Ann. Inst. Statist. Math. 48 (1996), 469–495 MR 1424776, 10.1007/BF00050849 |
| Reference:
|
[4] Víšek J. Á.: The least trimmed squares.Part I. Consistency. Kybernetika 42 (2006), 1–36 MR 2208518 |
| Reference:
|
[5] Víšek J. Á.: Kolmogorov–Smirnov statistics in linear regression.In: Proc. ROBUST 2006, submitted |
| . |
