Geodesic
The least trimmed squares. Part III: Asymptotic normality
Kybernetika, Tome 42 (2006) no. 2, pp. 203-224

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Asymptotic normality of the least trimmed squares estimator is proved under general conditions. At the end of paper a discussion of applicability of the estimator (including the discussion of algorithm for its evaluation) is offered.
Classification : 62F12, 62F35, 62F40, 62J05
Keywords: robust regression; the least trimmed squares; $\sqrt{n}$-consistency; asymptotic normality 
@article{KYB_2006__42_2_a5,
     author = {V{\'\i}\v{s}ek, Jan \'Amos},
     title = {The least trimmed squares. {Part} {III:} {Asymptotic} normality},
     journal = {Kybernetika},
     pages = {203--224},
     publisher = {mathdoc},
     volume = {42},
     number = {2},
     year = {2006},
     mrnumber = {2241785},
     zbl = {1248.62035},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2006__42_2_a5/}
}
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Víšek, Jan Ámos. The least trimmed squares. Part III: Asymptotic normality. Kybernetika, Tome 42 (2006) no. 2, pp. 203-224. http://geodesic.mathdoc.fr/item/KYB_2006__42_2_a5/