The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

DOI10.1214/ss/1030037960zbMath0955.62608OpenAlexW1691300750MaRDI QIDQ1596137

Stephen L. Portnoy, Roger W. Koenker

Publication date: 7 February 2001

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1030037960

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Uses Software

• Algorithm 478

Cites Work

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