Journal of Statistical Distributions and Applications

Table 8 Empirical efficiencies and confidence coefficients for Situation III (error distributions are symmetrically contaminated skew-normals)

From: Efficient and adaptive rank-based fits for linear models with skew-normal errors

	AdSch	Optrv	LS	Wil	mle
β, ARE	3.67	1.01	0.26	6.16	1.00
β, Conf	0.94	0.97	0.95	0.97	0.95
θ, ARE	4.77	0.85	0.35	8.18	1.00
θ, Conf	0.94	0.97	0.95	0.97	0.98

Empirical efficiencies are MSE’s relative to the MSE of the mles.

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