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The iteration method of data censoring in the regression estimation problem

โœ Scribed by E. S. Kirik


Book ID
110152529
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
331 KB
Volume
68
Category
Article
ISSN
0005-1179

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This note compares the small-sample efficiency of the extended Theil-Sen estimator to the modified Buckley-James estimator when the predictor is random. Included are situations where the error term is heteroscedastic. In terms of their standard errors, the extended Theil-Sen estimator is found to of