The Least Trimmed Squares – Random Carriers
AbstractConsistency, 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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Bibliographic InfoArticle provided by The Czech Econometric Society in its journal Bulletin of the Czech Econometric Society.
Volume (Year): 6 (1999)
Issue (Month): 10 ()
Consistency; asymptotic representation; asymptotic normality of the least trimmed squares; sensitivity study; combining forecasts;
Find related papers by JEL classification:
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