A Monte Carlo Study of Two Robust Alternatives of Least Square Regression Estimation
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https://www.nber.org/papers/w0058
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资源简介：
We give some Monte Carlo results on the performance of two robust alternatives to least squares regression estimation - least absolute residuals and the one-step "sine" estimator. We show how to scale the residuals for the sine estimator to achieve constant efficiency at the Gaussian across various
提供机构：
美国国家经济研究局
创建时间：
1974-09-01
