A Note on the Theil-Sen Regression Estimator When the Regressor Is Random and the Error Term Is Heteroscedastic

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1521-4036(199807)40:3<261::AID-BIMJ261>3.0.CO;2-V" /><261::AID-BIMJ261>3.0.CO;2-V 10.1002/(SICI)1521-4036(199807)40:3<261::AID-BIMJ261>3.0.CO;2-VzbMath1008.62623OpenAlexW2068039897MaRDI QIDQ4211346

Rand R. Wilcox

Publication date: 21 April 2003

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(199807)40:3<261::aid-bimj261>3.0.co;2-v

zbMATH Keywords

bootstraprobust regression\(M\)-estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Related Items (4)

Data based identification and prediction of nonlinear and complex dynamical systems ⋮ Meta-heuristic algorithms for parameter estimation of semi-parametric linear regression models ⋮ Some maximum-indifference estimators for the slope of a univariate linear model ⋮ Expectation-robust algorithm and estimating equations for means and dispersion matrix with missing data

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