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A highly efficient regression estimator for skewed and/or heavy-tailed distributed errors
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A highly efficient regression estimator for skewed and/or heavy-tailed distributed errors

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This paper proposes a simple maximum likelihood regression estimator that outperforms Least Squares in terms of efficiency and mean square error for a large number of skewed and/or heavy tailed error distributions.
ISSN 2443-5503
ISBN 978-92-95085-22-0
DOI 10.2852/02035
Katalógusszám DW-AB-16-004-EN-N
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ISSN 2443-5503 ISBN 978-92-95085-22-0 DOI 10.2852/02035 Katalógusszám DW-AB-16-004-EN-N
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