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.
Jan Ámos Víšek (2006)
Kybernetika
Similarity:
-consistency of the least trimmed squares estimator is proved under general conditions. The proof is based on deriving the asymptotic linearity of normal equations.
Jan Ámos Víšek (2011)
Kybernetika
Similarity:
A robust version of the Ordinary Least Squares accommodating the idea of weighting the order statistics of the squared residuals (rather than directly the squares of residuals) is recalled and its properties are studied. The existence of solution of the corresponding extremal problem and the consistency under heteroscedasticity is proved.