Small sample efficiency and exact fit for Cauchy regression models (Q1324562): Difference between revisions

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Revision as of 03:55, 5 March 2024

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Small sample efficiency and exact fit for Cauchy regression models
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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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