Small sample efficiency and exact fit for Cauchy regression models
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Publication:1324562
DOI10.1016/0167-7152(94)90006-XzbMath0791.62028MaRDI QIDQ1324562
Publication date: 5 July 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
robust regression; equivariant estimators; global robustness; configural polysampling; Cauchy-like error distribution; conditional Cauchy inference; extremely heavy-tailed distribution; optimal finite sample performance
62J05: Linear regression; mixed models
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
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Cites Work
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