Kybernetika 42 no. 1, 1-36, 2006

The least trimmed squares. Part I: Consistency

Jan Ámos Víšek


The consistency of the least trimmed squares estimator (see Rousseeuw \cite{Rous} or Hampel et al. \cite{HamRonRouSta}) is proved under general conditions. The assumptions employed in paper are discussed in details to clarify the consequences for the applications.