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Kybernetika 42(2):203-224, 2006.

The Least Trimmed Squares. Part III: Asymptotic Normality

Jan Ámos Víšek


Abstract:

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.


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


AMS: 62J05; 62F35; 62F12;


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BIB TeX

@article{kyb:2006:2:203-224,

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

title = {The Least Trimmed Squares. Part III: Asymptotic Normality},

journal = {Kybernetika},

volume = {42},

year = {2006},

number = {2},

pages = {203-224}

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

}


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