The least trimmed squares. II: n-consistency

MaRDI QIDQ5389869zbMATHFDO

Authors Jan Ámos Víšek

Publication date 23 April 2012

Full work available at URL http://www.kybernetika.cz/content/2006/2/181

zbMATH Keywords

asymptotic normalityrobust regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• The least trimmed squares. I: Consistency.
• The least trimmed squares. III: Asymptotic normality.
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• Least trimmed squares in nonlinear regression under dependence

Cites work

• scientific article; zbMATH DE number 3480894 (Why is no real title available?)
• Sensitivity analysis of \(M\)-estimates
• The least trimmed squares. I: Consistency.

Cited in

(4)

• Least sum of squares of trimmed residuals regression
• The least trimmed squares. I: Consistency.
• The least trimmed squares. III: Asymptotic normality.
• Analysis of the forward search using some new results for martingales and empirical processes

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