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On the robustness of least squares procedures in regression models

✍ Scribed by Malay Ghosh; Bimal Kumar Sinha


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
491 KB
Volume
10
Category
Article
ISSN
0047-259X

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This paper concerns the minimum sum of absolute errors regression. It is a more robust alternative to the popular least squares regression whenever there are outliers in the values of the response variable, or the errors follow a long tailed distribution, or the loss function is proportional to the