Abstract
This paper analyzes the number of samples required for an approximate Monte-Carlo least median of squares (LMS) line estimator. We provide a general computational framework, followed by detailed derivations for several point distributions and subsequent numerical results for the required number of samples.
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Mount, D.M., Netanyahu, N.S., Zuck, E. (2004). Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator. In: Hubert, M., Pison, G., Struyf, A., Van Aelst, S. (eds) Theory and Applications of Recent Robust Methods. Statistics for Industry and Technology. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-7958-3_19
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DOI: https://doi.org/10.1007/978-3-0348-7958-3_19
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9636-8
Online ISBN: 978-3-0348-7958-3
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