A practical approximation algorithm for the LTS estimator

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 Rd, the objective is to minimize the sum of the smalles...

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Veröffentlicht in:	Computational statistics & data analysis Jg. 99; S. 148 - 170
Hauptverfasser:	Mount, David M., Netanyahu, Nathan S., Piatko, Christine D., Wu, Angela Y., Silverman, Ruth
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.07.2016
Schlagworte:	Accuracy Algorithms Approximation Approximation algorithms Computation Computational geometry data collection Estimators Least trimmed squares Linear estimation linear models Mathematical analysis Mathematical models probability analysis Robust estimation Slopes Least trimmed squares Computational geometry Approximation algorithms Robust estimation Linear estimation
ISSN:	0167-9473, 1872-7352
Online-Zugang:	Volltext
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