Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity

DOI10.1007/s00180-014-0485-2zbMath1306.65150OpenAlexW2079365524MaRDI QIDQ2259780

Florence Clark, Rand R. Wilcox

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0485-2

zbMATH Keywords

bootstrap methodsanalysis of covarianceWell Elderly II study

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Related Items

Robust interval forecasting algorithm based on a probabilistic cluster model

Uses Software

• WRS2

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• High breakdown-point and high efficiency robust estimates for regression
• Finite sample properties and asymptotic efficiency of Monte Carlo tests
• Breakdown properties of location estimates based on halfspace depth and projected outlyingness
• Consistency and asymptotic distribution of the Theil-Sen estimator
• Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
• Simulation-Based Tests that Can Use Any Number of Simulations
• A comparison of robust estimators in simple linear regression
• Robust Locally Weighted Regression and Smoothing Scatterplots
• Regression Quantiles
• Simulation results on extensions of the theil-sen regression estimator
• Asymptotics of the Theil–Sen estimator in the simple linear regression model with a random covariate
• Estimates of the Regression Coefficient Based on Kendall's Tau
• A Normal Approximation for Binomial, F, Beta, and Other Common, Related Tail Probabilities, II
• Robust Statistics