The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

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

The least trimmed squares. Part I: Consistency

Jan Ámos Víšek (2006)

Kybernetika

Similarity:

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

Similarity:

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

Similarity:

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.