The Least Trimmed Squares – Random Carriers

Consistency, asymptotic representation and asymptotic normality of the least trimmed squares estimator of regression coefficients is derived in the framework with random carriers. Also a result describing sensitivity to the deletion of an observation is given.

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Year of publication:	1999
Authors:	Víšek, Jan
Published in:	Bulletin of the Czech Econometric Society. - Česká ekonometrická společnost - CES. - Vol. 6.1999
Publisher:	Česká ekonometrická společnost - CES
Subject:	Consistency \| asymptotic representation \| asymptotic normality of the least trimmed squares \| sensitivity study \| combining forecasts

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Extent:	text/html
Type of publication:	Article
Classification:	C13 - Estimation ; C21 - Cross-Sectional Models; Spatial Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008528873