Results 251 to 260 of about 544,201 (272)

Combining forecasts using the least trimmed squares.

Kybernetika, 2001
Summary: Employing a recently derived asymptotic representation of the least trimmed squares estimator, the combinations of the forecasts with constraints are studied. Under the assumption of the unbiasedness of individual forecasts it is shown that the combination without intercept and with constraints imposed on the estimate of the regression ...
openaire   +2 more sources

Least trimmed squares: cointegration and outliers

When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Berenguer-Rico, V, Nielsen, B
openaire   +1 more source

An adaptive identification method for outliers in dam deformation monitoring data based on Bayesian model selection and least trimmed squares estimation

Journal of Civil Structural Health Monitoring
Sheng Xiao, Lin Cheng, Chunhui Ma, Jie Yang, Xiaoyan Xu, Jiamin Chen   +5 more
semanticscholar   +1 more source

Nonlinear Stable Least Trimmed Squares for Regression Models with Stable Errors

Fluctuation and Noise Letters
Mohammad Bassam Shiekh Albasatneh, Adel Mohammadpour   +1 more
semanticscholar   +1 more source

Least-Trimmed Square

2008
openaire   +1 more source

Least trimmed squares estimator with redundancy constraint for outlier detection in GNSS networks

Expert systems with applications, 2017
I. É. Koch, M. Veronez, Reginaldo Macedônio da Silva, I. Klein, M. T. Matsuoka, L. G. D. Silveira, A. Larocca   +6 more
semanticscholar   +1 more source

Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models

Communications in Statistics - Theory and Methods, 1996
Lin-An Chen, Stephen Portnoy
exaly  

Enhancing Robustness to Cyber-Attacks in Power Systems Through Multiple Least Trimmed Squares State Estimations

IEEE Transactions on Power Systems, 2016
Y. Chakhchoukh, H. Ishii
semanticscholar   +1 more source

Least-trimmed squares: asymptotic normality of robust estimator in semiparametric regression models

, 2017
M. Roozbeh, M. Arashi
semanticscholar   +1 more source

Robust mixture regression modeling using the least trimmed squares (LTS)-estimation method

Communications in statistics. Simulation and computation, 2018
F. Z. Doğru, O. Arslan
semanticscholar   +1 more source