BSA - exact algorithm computing LTS estimate

Published 8 Jan 2010 in stat.CO, math.ST, and stat.TH | (1001.1297v1)

Abstract: The main result of this paper is a new exact algorithm computing the estimate given by the Least Trimmed Squares (LTS). The algorithm works under very weak assumptions. To prove that, we study the respective objective function using basic techniques of analysis and linear algebra.

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Authors (1)

Karel Klouda

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