Robust linear regression with broad distributions of errors
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DOI: 10.1016/j.physa.2015.04.025
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- Guus Balkema & Paul Embrechts, 2018. "Linear Regression for Heavy Tails," Risks, MDPI, vol. 6(3), pages 1-70, September.
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Keywords
Lévy noise; Data processing; Linear fit;All these keywords.
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