Least trimmed squares in nonlinear regression under dependence
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Publication:2500649
DOI10.1016/J.JSPI.2005.05.004zbMATH Open1103.62061OpenAlexW2150750260MaRDI QIDQ2500649FDOQ2500649
Authors: P. Čížek 
Publication date: 17 August 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2005.05.004
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Cited In (22)
- Generalized method of trimmed moments
- Reweighted least trimmed squares: an alternative to one-step estimators
- Efficient robust estimation of time-series regression models.
- A comparison of robust estimators based on two types of trimming
- Semiparametrically weighted robust estimation of regression models
- General trimmed estimation: robust approach to nonlinear and limited dependent variable models
- Least Trimmed Squares Estimator in the Errors-in-Variables Model
- The least trimmed squares. II: \(\sqrt {n}\)-consistency
- The least trimmed squares. III: Asymptotic normality.
- Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models
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- Continuity and differentiability of regression M functionals
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