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108
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DATAMINE
2006
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DATAMINE 2006
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Computing LTS Regression for Large Data Sets
15 years 2 months ago
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Least trimmed squares (LTS) regression is based on the subset of h cases (out of n) whose least squares t possesses the smallest sum of squared residuals. The coverage h may be se...
Peter Rousseeuw, Katrien van Driessen
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