Multivariate least-trimmed squares regression estimator
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Publication:957111
DOI10.1016/j.csda.2004.01.008zbMath1429.62293MaRDI QIDQ957111
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2004.01.008
Related Items
Semiparametrically weighted robust estimation of regression models, Principal component regression for data containing outliers and missing elements, Robust online signal extraction from multivariate time series, The multivariate least-trimmed squares estimator, Least trimmed squares in nonlinear regression under dependence
Cites Work
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- New algorithms for computing the least trimmed squares regression estimator