From: Efficient and adaptive rank-based fits for linear models with skew-normal errors
AdSch
Optrv
LS
Wil
mle
β, ARE
1.06
1.12
0.75
0.80
1.00
β, Conf
0.95
0.93
θ, ARE
1.05
1.11
0.73
0.79
θ, Conf
0.94