A practical approximation algorithm for the LTS estimator

Computational Statistics & Data Analysis, Volume 99, Issue C, 2016, Pages 148-170.

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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. It was proposed by Rousseeuw as a robust alternative to the classical least squares estimator. Given a set of n points in R d , the objective is to minimize the sum of the smallest 50% squared residuals (or more gener...More

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