Minimum Distance Tests and Estimates Based on Ranks
It is well known that the least squares estimate in classical linear regression model is very sensitive to violation of the assumptions, in particular normality of model errors. That is why a lot of alternative estimates has been developed to overcome these shortcomings. Quite interesting class of...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2020-08-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/302 |