Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
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Volume (Year): 8 (2011)
Issue (Month): 1 (April)
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- Barreto, Humberto & Maharry, David, 2006. "Least median of squares and regression through the origin," Computational Statistics & Data Analysis, Elsevier, vol. 50(6), pages 1391-1397, March.
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