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Estimation theory / Statistical theory / Econometrics / Parametric statistics / M-estimators / Bias of an estimator / Linear regression / Consistent estimator / Estimator / Maximum likelihood estimation / T-statistic / Normal distribution


One-Step R-Estimation in Linear Models with Stable Errors a Marc Hallina,b , Yvik Swanc , Thomas Verdeboutd and David Veredasa Institut de Recherche en Statistique, ECARES, and ECORE, UniversitĀ“e libre de Bruxelles, Bel
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Document Date: 2011-03-09 07:10:12


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File Size: 950,88 KB

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