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Affine- and scale-equivariant M-estimators in linear model
Affine- and scale-equivariant M-estimators linear model
2009/9/22
M-estimators of regression parameter vector in linear
model, studentized by a suitable afine-invariant and scale-equivariant
scale statistic, become a n e - and scale-equivariant. We study some
asy...
