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Kybernetika 42(2):181-202, 2006.

The Least Trimmed Squares. Part II: √n-consistency

Jan Ámos Víšek


Abstract:

$\sqrt{n}$-consistency of the least trimmed squares estimator is proved under general conditions. The proof is based on deriving the asymptotic linearity of normal equations.


Keywords: robust regression; the least trimmed squares; $\sqrt{n}$-consistency; asymptotic normality;


AMS: 62J05; 62F35; 62F12;


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BIB TeX

@article{kyb:2006:2:181-202,

author = {V\'{\i}\v{s}ek, Jan \'{A}mos},

title = {The Least Trimmed Squares. Part II: $\sqrt{n}$-consistency},

journal = {Kybernetika},

volume = {42},

year = {2006},

number = {2},

pages = {181-202}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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