Multivariate Least Trimmed Squares Estimator (MLTS)



R and MATLAB implementations of MLTS are available from the website of Christophe Croux: MLTS code

Reference

Agulló, J., Croux, C., and Van Aelst, S. (2008), " The Multivariate Least Trimmed Squares Estimator," Journal of Multivariate Analysis, 99, 311-338. Paper