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...
Autori principali: | Berenguer-Rico, V, Johansen, S, Nielsen, B |
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Natura: | Journal article |
Lingua: | English |
Pubblicazione: |
2019
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