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- W2001448722 abstract "In models y = Xβ + e having spherical errors without moments, the usual estimator β is shown to be (a) median-unbiased for β, (b) most concentrated around β among all median-unbiased linear estimates, and (c) consistent for β in a sequence of identical but dependent experiments possibly having Cauchy errors. It is shown for all spherical error laws that the joint null distributions of variance ratios have exactly their normal theory forms, and for unimodal error laws that the power functions are monotone and the usual tests are unbiased." @default.
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- W2001448722 date "1979-01-01" @default.
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- W2001448722 title "Linear models without moments" @default.
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- W2001448722 doi "https://doi.org/10.1093/biomet/66.3.611" @default.
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