MATH3714, Section 19: Efficiency of Robust Estimators
Channel: Jochen Voss
Date: 2021-12-09

notes: https://seehuhn.github.io/MATH3714/S19-efficiency.html

This video presents a short and rather informal discussion about the trade-off between robustness and efficiency when estimating regression coefficients.

This video is part of the MATH3714 Linear Regression and Robustness module, as taught at the University of Leeds in 2021.