Efficient and adaptive rank-based fits for linear models with skew-normal errors
Efficient and adaptive rank-based fits for linear models with skew-normal errors
The rank-based fit of a linear model is based on minimizing a norm. A score function needs to be selected for the fit and the proper choice leads to asymptotically efficient regression estimators, i.e., fits equivalent to the maximum likelihood estimators (mle). In this paper, we present the family of …