The least trimmed squares. Part I. Consistency

Title:

The least trimmed squares. Part I. Consistency

Creator:

Víšek, Jan Ámos

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:364c851f-1498-407d-904b-571b78376c23
uuid:364c851f-1498-407d-904b-571b78376c23

Subject:

robust regression, the least trimmed squares, consistency, and discussion of assumptions and of algorithm for evaluation of estimator

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

The consistency of the least trimmed squares estimator (see Rousseeuw \cite{Rous} or Hampel et al. \cite{HamRonRouSta}) is proved under general conditions. The assumptions employed in paper are discussed in details to clarify the consequences for the applications.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[1]-36

Source:

Kybernetika | 2006 Volume:42 | Number:1

Harvested from:

CDK

Metadata only:

false