Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
DOI10.1080/02331889208802378zbMath0811.62067OpenAlexW1967981450MaRDI QIDQ4322938
J. N. Sheahan, John C. Lind, K. L. Mehra
Publication date: 28 February 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889208802378
simulationMonte Carlolinear modelfinite sample propertiesasymmetric errorsiterative computationasymptotically optimal robust \(M\)-estimator
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (2)
Cites Work
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