BACK to VOLUME 42 NO.1

Kybernetika 42(1):1-36, 2006.

The Least Trimmed Squares. Part I: Consistency

Jan Ámos Víšek


Abstract:

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.


Keywords: robust regression; the least trimmed squares; consistency; discussion of assumptions and of algorithm for evaluation of estimator;


AMS: 62J05; 62F35; 62F12;


download full-text.pdf
download abstract.pdf

BIB TeX

@article{kyb:2006:1:1-36,

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

title = {The Least Trimmed Squares. Part I: Consistency},

journal = {Kybernetika},

volume = {42},

year = {2006},

number = {1},

pages = {1-36}

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

}


BACK to VOLUME 42 NO.1