Models where the least trimmed squares and least median of squares estimators are maximum likelihood

Models where the least trimmed squares and least median of squares estimators are maximum likelihood

The Least Trimmed Squares (LTS) and Least Median of Squares (LMS) estimators are popular robust regression estimators. The idea behind the estimators is to find, for a given h, a sub-sample of h good observations among n observations and estimate the regression on that sub-sample. We find models, ba...

書目詳細資料
Main Authors:	Berenguer-Rico, V, Johansen, S, Nielsen, B
格式:	Journal article
語言:	English
出版:	2019

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