In this paper we introduce the least-trimmed squares estimator for multivariate regression. We give three equivalent formulations of the estimator and obtain its breakdown point. A fast algorithm for its computation is proposed. We prove Fisher-consistency at the multivariate regression model...

In this note we study the problem of estimating the parameters of the conditional median function at elliptical models. For this we use positive-breakdown estimators of multivariate location and scatter, and obtain influence functions and asymptotic variances of the resulting slope and...

The dθ-median remains much more reliable than the mean when estimating the location of a random interval. We show that under general conditions the sample dθ-median is a strongly consistent estimator of the dθ-median.