An exact polynomial time algorithm for computing the least trimmed squares estimate
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DOI: 10.1016/j.csda.2014.11.001
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References listed on IDEAS
- Hawkins, Douglas M., 1994. "The feasible solution algorithm for least trimmed squares regression," Computational Statistics & Data Analysis, Elsevier, vol. 17(2), pages 185-196, February.
- Hawkins, Douglas M. & Olive, David, 1999. "Applications and algorithms for least trimmed sum of absolute deviations regression," Computational Statistics & Data Analysis, Elsevier, vol. 32(2), pages 119-134, December.
- Hofmann, Marc & Kontoghiorghes, Erricos John, 2010. "Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3392-3403, December.
- Hawkins, Douglas M. & Olive, David J., 1999. "Improved feasible solution algorithms for high breakdown estimation," Computational Statistics & Data Analysis, Elsevier, vol. 30(1), pages 1-11, March.
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Cited by:
- Yijun Zuo, 2024. "Large Sample Behavior of the Least Trimmed Squares Estimator," Mathematics, MDPI, vol. 12(22), pages 1-21, November.
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Keywords
LTS exact algorithm; LTS objective function; Robust estimation;All these keywords.
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