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Robust estimation in the generalized poisson model
Authors:Tadeusz Bednarski
Institution:1. t.bednarski@prawo.uni.wroc.pl
Abstract:A computationally simple method of robust estimation in the generalized Poisson model is presented. Estimators are proved to be optimal in the sense of local minimax testing, conditionally on the explanatory variable. Results of a Monte Carlo experiment are supplemented where robust and efficient estimators are compared.
Keywords:Multivariate normal distribution  Multivariate t distribution
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