The asymptotics of the least trimmed absolute deviations (LTAD) estimator
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Cited by:
- Cizek, P., 2007.
"General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1),"
Other publications TiSEM
eeccf622-dd18-41d4-a2f9-b, Tilburg University, School of Economics and Management.
- Cizek, P., 2007. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper 2007-65, Tilburg University, Center for Economic Research.
- G. Zioutas & C. Chatzinakos & T. D. Nguyen & L. Pitsoulis, 2017. "Optimization techniques for multivariate least trimmed absolute deviation estimation," Journal of Combinatorial Optimization, Springer, vol. 34(3), pages 781-797, October.
- Čížek, Pavel, 2008.
"General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models,"
Econometric Theory, Cambridge University Press, vol. 24(6), pages 1500-1529, December.
- Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper 2004-130, Tilburg University, Center for Economic Research.
- Cizek, P., 2004. "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Other publications TiSEM 646b48cc-6bdc-4b93-bc20-7, Tilburg University, School of Economics and Management.
- Nathan Sudermann-Merx & Steffen Rebennack, 2021. "Leveraged least trimmed absolute deviations," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 43(3), pages 809-834, September.
- Olive, David J. & Hawkins, Douglas M., 2003. "Robust regression with high coverage," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 259-266, July.
- 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.
- Neykov, N.M. & Čížek, P. & Filzmoser, P. & Neytchev, P.N., 2012. "The least trimmed quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1757-1770.
- C. Chatzinakos & L. Pitsoulis & G. Zioutas, 2016. "Optimization techniques for robust multivariate location and scatter estimation," Journal of Combinatorial Optimization, Springer, vol. 31(4), pages 1443-1460, May.
- Furno, Marilena, 1998. "Estimating the variance of the LAD regression coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 11-26, March.
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Keywords
Asymptotic breakdown point distribution-free least trimmed absolute deviations least trimmed squares robust.;Statistics
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