Measure of location-based estimators in simple linear regression
In this paper we consider certain measure of location-based estimators (MLBEs) for the slope parameter in a linear regression model with a single stochastic regressor. The median-unbiased MLBEs are interesting as they can be robust to heavy-tailed samples and, hence, preferable to the ordinary least...
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Main Authors: | LIU, Xijia, PREVE, Daniel P. A. |
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Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2015
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Online Access: | https://ink.library.smu.edu.sg/soe_research/2329 https://ink.library.smu.edu.sg/context/soe_research/article/3328/viewcontent/FULLTEXT01.pdf |
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Institution: | Singapore Management University |
Language: | English |
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