Huber minimax estimator

This Monte Carlo study shows that, for this family of error distributions, the WARME method has the best performance. Also, as expected, the OLS performs the best for the normal distribution, but performs very poorly for the case when outliers are present in the data set. The Huber minimax estimator can decrease the influence of the outliers, but it only works well for the symmetric distribution. Biegler s fair function is also designed for symmetric distributions. 

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