Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
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DOI: 10.1080/07474938.2020.1772568
Abstract: Abstract We study the problem of estimating the parameters of a linear median regression without any assumption on the shape of the error distribution – including no condition on the existence of moments – allowing… read more here.
Keywords: confidence; sample generalized; confidence distributions; finite sample ... See more keywords