Displaying similar documents to “Consistency of the least weighted squares under heteroscedasticity”

The least trimmed squares. Part I: Consistency

Jan Ámos Víšek (2006)

Kybernetika

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

The least trimmed squares. Part III: Asymptotic normality

Jan Ámos Víšek (2006)

Kybernetika

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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.

The least trimmed squares. Part II: n -consistency

Jan Ámos Víšek (2006)

Kybernetika

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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.