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We propose a new robust estimator of the regression coefficients in a linear regression model. The proposed estimator is the only robust estimator based on integration rather than optimization. It allows for dependence between errors and regressors, is -consistent, and asymptotically normal....
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We propose a new nonparametric test of affiliation, a strong form of positive dependence with independence as a special, knife-edge, case. The test is consistent against all departures from the null of affiliation, and its null distribution is standard normal. Like most nonparametric tests, a...
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