Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models
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Publication:2445794
DOI10.1016/j.csda.2010.04.023zbMath1284.62457OpenAlexW1988520580MaRDI QIDQ2445794
Marc Hofmann, Erricos John Kontoghiorghes
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.04.023
least trimmed squaresseemingly unrelated regressionsgeneral linear modelgeneralized linear least squares
Related Items
An exact polynomial time algorithm for computing the least trimmed squares estimate, A practical approximation algorithm for the LTS estimator, 3rd special issue on matrix computations and statistics
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