The least trimmed squares. Part III: Asymptotic normality

Jan Ámos Víšek

Kybernetika (2006)

  • Volume: 42, Issue: 2, page 203-224
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Víšek, Jan Ámos. "The least trimmed squares. Part III: Asymptotic normality." Kybernetika 42.2 (2006): 203-224. <http://eudml.org/doc/33801>.

@article{Víšek2006,
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.},
author = {Víšek, Jan Ámos},
journal = {Kybernetika},
keywords = {robust regression; the least trimmed squares; $\sqrt\{n\}$-consistency; asymptotic normality; robust regression; -consistency},
language = {eng},
number = {2},
pages = {203-224},
publisher = {Institute of Information Theory and Automation AS CR},
title = {The least trimmed squares. Part III: Asymptotic normality},
url = {http://eudml.org/doc/33801},
volume = {42},
year = {2006},
}

TY - JOUR
AU - Víšek, Jan Ámos
TI - The least trimmed squares. Part III: Asymptotic normality
JO - Kybernetika
PY - 2006
PB - Institute of Information Theory and Automation AS CR
VL - 42
IS - 2
SP - 203
EP - 224
AB - 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.
LA - eng
KW - robust regression; the least trimmed squares; $\sqrt{n}$-consistency; asymptotic normality; robust regression; -consistency
UR - http://eudml.org/doc/33801
ER -

References

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