A model where the least trimmed squares estimator is maximum likelihood

DOI10.1093/JRSSSB/QKAD028MaRDI QIDQ6606063zbMATH OpenFDO

Authors Vanessa Berenguer-Rico, Søren Johansen, Bent Nielsen

Publication date 16 September 2024

Published in Journal of the Royal Statistical Society. Series B. Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/JRSSSB/QKAD028

zbMATH Keywords

least median of squares estimatorleverageoutliersregressionrobust statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(4)

• Bootstrap estimation of the proportion of outliers in robust regression
• Robust distances and multivariate outlier detection under heavy tails
• Tilted least squares robust estimators
• A Stability Framework for Parameter Selection in the Minimum Covariance Determinant Problem

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