Søren Johansen

University of Copenhagen - Department of Economics

Øster Farimagsgade 5, Bygn 26

Copenhagen, 1353

Denmark

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Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

Number of pages: 39 Posted: 27 Sep 2019
Vanessa Berenguer-Rico, Søren Johansen and Bent Nielsen
University of Barcelona - Department of Econometrics, University of Copenhagen - Department of Economics and University of Oxford - Nuffield Department of Medicine
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Abstract:

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Chebychev estimator, LMS, Uniform distribution, Least squares estimator, LTS, Normal distribution, Regression, Robust statistics