Confidence Regions for Robust Regression
收藏NBER1975-11-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w0111
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资源简介:
This paper describes the results of a Monte Carlo study of certain aspects of robust regression confidence region estimation for linear models with one, five, and seven parameters. One-step sine estimators (c = l.42) were used with design matrices consisting of short-tailed, Gaussian, and long
提供机构:
美国国家经济研究局
创建时间:
1975-11-01



