Coakley, Clint W.; Mili, Lamine - In: Statistics & Probability Letters 17 (1993) 4, pp. 265-271
For simple regression with replication and fixed carriers, we determine the highest possible exact fit point of a regression equivariant estimator and show that it is less than 50% (even asymptotically). We determine the optimal value of the quantile index in the Least median of squares and...