The Exact Amount of t-ness That the Normal Model Can Tolerate (Q4305738)
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scientific article; zbMATH DE number 639271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Exact Amount of t-ness That the Normal Model Can Tolerate |
scientific article; zbMATH DE number 639271 |
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The Exact Amount of t-ness That the Normal Model Can Tolerate (English)
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30 November 1994
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choice of model
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deliberate bias
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guarding against heavier tails
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robustness
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robust regression
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corner asymptotics
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\(t\)-distribution
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location
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scale
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local asymptotic framework
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\(t\)-ness
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maximum likelihood estimation
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incorrect normal model
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\(t\)-distributed residuals
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compromise estimators
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nonnormal models
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general normal scale mixtures
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