Abstract
The invariance method is applied to a regression problem for which the "errors" have a rectangular distribution. The invariance method can also be applied to produce good estimates for the regression problem when the "errors" form a sample from any fixed distribution.
Citation
D. A. S. Fraser. "A Regression Analysis Using the Invariance Method." Ann. Math. Statist. 28 (2) 517 - 520, June, 1957. https://doi.org/10.1214/aoms/1177706984
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