Multivariate least-trimmed squares regression estimator

Kang–Mo Jung

doi:10.1016/j.csda.2004.01.008

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Multivariate least-trimmed squares regression estimator

Kang–Mo Jung

Year: 2004 Journal: Computational Statistics & Data Analysis Vol: 48 (2)Pages: 307-316 Publisher: Elsevier BV

DOI: 10.1016/j.csda.2004.01.008

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Keywords:

Least trimmed squares Mathematics Statistics Multivariate statistics Robust regression Estimator Generalized least squares Total least squares Least-squares function approximation Truncated mean Econometrics Regression

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Process Monitoring

Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Multivariate least-trimmed squares regression estimator

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