Knowledge that Transforms

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Ashar, V. G., and T. D. Wallace, A Sampling Study of Minimum Absolute Deviations Estimators, Operations Research 11 (1963), 747-758. Blattberg, Robert, and Thomas Sargent, with Non-Gaussian Disturbances-Some Sampling Results, Econometrica 39 (1971), 501-510. Chambers, John M., Cohn L. Mallows, and B. W. Stuck, A Method for Simulating Random Variables, Journal of the American Statistical Association 71 (1976), 340-344. Du Mouchel, William H., Stable Distributions and Infinite Variance Models in Statistics, Technical Report No. 16, Department of Mathematics, M.I.T. (1981). Ekblom, Hikan, Lp-Methods for Robust Regression, Doctoral thesis, University of Lund (1974). Feller, William, An Introduction to Probability Theory and Its Applications (New York: John Wiley and Sons, Inc., 1966). Kadiyala, K. R., and K. S. R. Murthy, of Regression Equations with Cauchy Disturbances, The Canadian Journal of Statistics Section C: Applications 5 (1) (1977), 111-120. Nyquist, Hans, On LI-norm Estimation of Linear Models with Serially Correlated Distributed Residuals, Statistical Research Report 1979-14, University of Umea (1979). . , Recent Studies on LPn-norm Estimation, Doctoral thesis, University of Umea (1980). Oberhofer, W., and Jan Kmenta, A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models, Econometrica 42 (1974), 579-590. Pearson, E. S., Ralph B. D'Agostino, and K. 0. Bowman, Tests for Departure for Normality: Comparison of Powers, Biometrika 64 (1977), 231-246. Smith, V. Kerry, and Thomas W. Hall, A Comparison of Maximum Likelihood Versus BLUE Estimators, this REVIEW 54 (May 1972), 186-190.