Small sample efficiency and exact fit for Cauchy regression models (Q1324562)
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scientific article; zbMATH DE number 571648
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small sample efficiency and exact fit for Cauchy regression models |
scientific article; zbMATH DE number 571648 |
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Small sample efficiency and exact fit for Cauchy regression models (English)
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5 July 1994
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global robustness
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configural polysampling
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conditional Cauchy inference
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equivariant estimators
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robust regression
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extremely heavy-tailed distribution
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optimal finite sample performance
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Cauchy-like error distribution
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