Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
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Publication:4322938
DOI10.1080/02331889208802378zbMath0811.62067MaRDI QIDQ4322938
K. L. Mehra, J. N. Sheahan, John C. Lind
Publication date: 28 February 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889208802378
simulation; Monte Carlo; linear model; finite sample properties; asymmetric errors; iterative computation; asymptotically optimal robust \(M\)-estimator
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F35: Robustness and adaptive procedures (parametric inference)
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