Fast and robust bootstrap for LTS
نویسندگان
چکیده
منابع مشابه
Fast and robust bootstrap for LTS
The Least Trimmed Squares (LTS) estimator is a frequently used robust estimator of regression. When it comes to inference for the parameters of the regression model, the asymptotic normality of the LTS estimator can be used. However, this is usually not appropriate in situations where the use of robust estimators is recommended. The bootstrap method constitutes an alternative, but has two major...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2005
ISSN: 0167-9473
DOI: 10.1016/j.csda.2004.03.018