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The least trimmed squares. Part II: $\sqrt{n}$-consistency
Kybernetika, Tome 42 (2006) no. 2, pp. 181-202 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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$\sqrt{n}$-consistency of the least trimmed squares estimator is proved under general conditions. The proof is based on deriving the asymptotic linearity of normal equations.
$\sqrt{n}$-consistency of the least trimmed squares estimator is proved under general conditions. The proof is based on deriving the asymptotic linearity of normal equations.
Classification : 62F12, 62F35, 62F40, 62J05
Keywords: robust regression; the least trimmed squares; $\sqrt{n}$-consistency; asymptotic normality 
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     author = {V{\'\i}\v{s}ek, Jan \'Amos},
     title = {The least trimmed squares. {Part} {II:} $\sqrt{n}$-consistency},
     journal = {Kybernetika},
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     zbl = {1248.62034},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2006_42_2_a4/}
}
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Víšek, Jan Ámos. The least trimmed squares. Part II: $\sqrt{n}$-consistency. Kybernetika, Tome 42 (2006) no. 2, pp. 181-202. http://geodesic.mathdoc.fr/item/KYB_2006_42_2_a4/

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