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The asymptotics of the least trimmed absolute deviations (LTAD) estimator

✍ Scribed by Mara Tableman


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
772 KB
Volume
19
Category
Article
ISSN
0167-7152

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## Abstract This paper discusses a novel application of mathematical programming techniques to a regression problem. While least squares regression techniques have been used for a long time, it is known that their robustness properties are not desirable. Specifically, the estimators are known to be