Monte Carlo for Robust Regression : The Swindle Unmasked

This paper gives an alternative derivation of a Monte Carlo method that has been used to study robust estimators. Extensions of the technique to the regression case are also considered and some computational points are briefly mentioned

Year of publication:	[2021]
Authors:	Holland, Paul W.
Publisher:	[S.l.] : SSRN
Subject:	Monte-Carlo-Simulation \| Monte Carlo simulation \| Regressionsanalyse \| Regression analysis \| Robustes Verfahren \| Robust statistics \| Schätztheorie \| Estimation theory

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