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Analyzing the Number of Samples Required for an Approximate Monte-Carlo LMS Line Estimator

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Theory and Applications of Recent Robust Methods

Part of the book series: Statistics for Industry and Technology ((SIT))

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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References

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© 2004 Springer Basel AG

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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

  • eBook Packages: Springer Book Archive

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