A model where the least trimmed squares estimator is maximum likelihood
<p>The least trimmed squares (LTS) estimator is a popular robust regression estimator. It finds a subsample of <em>h</em> ‘good’ observations among <em>n</em> observations and applies least squares on that subsampl...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Wiley
2023
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