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