Relative efficiency of ols and lav estimationстатья
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Дата последнего поиска статьи во внешних источниках: 26 апреля 2016 г.
Аннотация:A new approach is proposed to comparing ordinary least squares and least absolute value methods by estimating the relative efficiency of sample mean and median. The results confirm the previous conclusions concerning the relative efficiency of these methods for estimating the location parameters, which have been obtained by other authors using more time-consuming techniques. The proposed approach is applied to the common cases of normal and Laplace error distributions, but it can be extended also to other distributions.