BSA - exact algorithm computing LTS estimate

Details BSA - exact algorithm computing LTS estimate BSA - exact algorithm computing LTS estimate

2010-01-08

arxiv.org/abs/1001.1297v1

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18 pages, 1 figure

Scientific paper

The main result of this paper is a new exact algorithm computing the estimate
given by the Least Trimmed Squares (LTS). The algorithm works under very weak
assumptions. To prove that, we study the respective objective function using
basic techniques of analysis and linear algebra.

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