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The Welch-James Approximation to the Distribution of the Residual Sum of Squares in a Weighted Linear Regression

โœ Scribed by Soren Johansen


Book ID
124289056
Publisher
Oxford University Press
Year
1980
Tongue
English
Weight
605 KB
Volume
67
Category
Article
ISSN
0006-3444

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The minimum sum of absolute errors regre
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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