Reweighted Least Trimmed Squares: An Alternative to One-Step Estimators

Mathematics

• Square Estimator 100%
• Distributional Assumption 50%
• Simulation Study 50%
• Asymptotic Distribution 50%
• Wide Range 50%
• Heteroscedasticity 50%
• Asymptotic Behavior 50%
• Robust Test 50%
• Robust Regression Estimator 50%
• Initial Estimate 50%
• Robust Estimate 50%
• Dependent Data 50%
• Serial Correlation 50%

Keyphrases

• Least Trimmed Squares 100%
• One-step Estimator 100%
• Reweighted 100%
• Least Trimmed Squares Estimator 40%
• Distributional Hypothesis 20%
• Simulation Study 20%
• Convergence Rate 20%
• Asymptotic Distribution 20%
• Heteroscedasticity 20%
• Serial Correlation 20%
• Asymptotic Behavior 20%
• Robust Estimation 20%
• Robust Property 20%
• Asymptotic Efficiency 20%
• First-order Asymptotics 20%
• Robust Regression Estimator 20%
• Robust Fit 20%
• Initial Estimator 20%
• Finite Sample 20%
• Theoretical Properties 20%
• Data Dependency 20%