Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution

Yesim Güney, Yetkin Tuaç, Senay Özdemir, Olcay Arslan. Robust estimation and variable selection in heteroscedastic regression model using least favorable distribution. Comput. Stat., 36(2):805-827, 2021. [doi]

Abstract

Abstract is missing.