Arbia, Giuseppe; Bramante, Riccardo; Facchinetti, Silvia - In: Risks : open access journal 8 (2020) 3/95, pp. 1-14
This article proposes a new method for the estimation of the parameters of a simple linear regression model which is based on the minimization of a quartic loss function. The aim is to extend the traditional methodology, based on the normality assumption, to also take into account higher moments...
