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The least trimmed squares. III: Asymptotic normality. (English) Zbl 1248.62035
[For Part II see ibid., 181–202 (2006; Zbl 1248.62005).]
Summary: Asymptotic normality of the least trimmed squares estimator is proved under general conditions. At the end of paper a discussion of applicability of the estimator (including the discussion of algorithm for its evaluation) is offered.

MSC:
62F12 Asymptotic properties of parametric estimators
62J05 Linear regression; mixed models
62F35 Robustness and adaptive procedures (parametric inference)
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