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A cautionary note on the method of least median squares
Thomas P. Hettmansperger
,
Simon J. Sheather
Finance and Quantitative Methods
Gatton College of Business and Economics
Dr. Bing Zhang Department of Statistics
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peer-review
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Engineering
Illustrates
100%
Square Solution
100%
Local Instability
100%
Fit Model
100%
Square Estimate
100%
Mathematics
Criterion Function
100%
Model Fit
50%
Misspecification
50%
square estimate β
50%
Square Solution
50%