
TL;DR
This paper introduces a new exact algorithm for computing the Least Trimmed Squares (LTS) estimate, working under weak assumptions and analyzed through mathematical techniques.
Contribution
It presents a novel exact algorithm for LTS estimation that requires minimal assumptions, advancing computational methods in robust statistics.
Findings
Algorithm successfully computes LTS estimates under weak conditions
Mathematical analysis confirms the algorithm's correctness and efficiency
Provides a foundation for further research in robust statistical methods
Abstract
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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