On the Least Trimmed Squares Estimator

Algorithmica, pp. 148-183, 2014.

Cited by: 45|Bibtex|Views56|DOI:https://doi.org/10.1007/s00453-012-9721-8
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Abstract:

The linear least trimmed squares (LTS) estimator is a statistical technique for fitting a linear model to a set of points. Given a set of points in ℝ and given an integer trimming parameter ≤, LTS involves computing the (−1)-dimensional hyperplane that minimizes the sum of the smallest squared residuals. LTS is a robust estimator with a...More

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