Multivariate least-trimmed squares regression estimator

Computational Statistics and Data Analysis

Volumn 48, Issue 2, 2005, Pages 307-316

  Jung, Kang Mo ^a,b  

^a Kunsan National University   (South Korea)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Breakdown point; Equivariance; Least trimmed squares estimator; Multivariate regression; Outliers

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; LINEAR EQUATIONS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; RANDOM ERRORS; ROBUSTNESS (CONTROL SYSTEMS); STATISTICAL METHODS; VECTORS;

BREAKDOWN POINT; EQUIVARIANCE; LEAST-TRIMMED SQUARES ESTIMATOR; MULTIVARIATE REGRESSION; OUTLIERS;

REGRESSION ANALYSIS;

EID: 9944250337     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.01.008     Document Type: Article

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