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Quantile absolute deviation

The repository contains auxiliary data for the paper "Quantile absolute deviation":

  • The source code of the paper: qad.Rmd, tex/*.tex, references.bib, *.R
  • The source code of all simulations: main.R
  • The finite-sample consistency constants for MAD, SQAD, OQAD: data-consistency-constants.csv
  • The finite-sample Gaussian efficiency of the QAD estimators: data-scale-efficiency.csv
  • The finite-sample Gaussian efficiency of the THDME estimators: data-location-efficiency.csv
  • The reference implementation of the QAD estimators: reference-implementation-qad.R
  • The reference implementation of the THDME estimators: reference-implementation-thdme.R

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