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Heavy-tailed errors impair the accuracy of the least squares estimate, which can be spoiled by a single grossly outlying observation.
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Meinshausen, N
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Oberthuer, A., Berthold, F., Warnat, P., Hero, B., Kahlert, Y., Spitz, R., Ernestus, K., König, R., Haas, S., Eils, R., Schwab, M., Brors, B., Westermann, F
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