BSA - exact algorithm computing LTS estimate
Computation
2017-05-31 v1 Statistics Theory
Statistics Theory
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.
Cite
@article{arxiv.1001.1297,
title = {BSA - exact algorithm computing LTS estimate},
author = {Karel Klouda},
journal= {arXiv preprint arXiv:1001.1297},
year = {2017}
}
Comments
18 pages, 1 figure