A comparison of robust estimators in simple linear regression

DOI10.1080/03610918708812645MaRDI QIDQ3471498zbMATH OpenOpenAlexFDO

Authors E. Jacquelin Dietz

Publication date 1987

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/8362

zbMATH Keywords

deficiencyinterceptpoint estimationrobust estimatorsslopeTheil estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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• Simulations of the Theil-Sen regression estimator with right-censored data
• A comparison of fuzzy and nonparametric linear regression
• A comparative study of some robust methods for coefficient-estimation in linear regression
• Strategy-proof estimators for simple regression.
• Sensivity functions and numerical analysis of the repeated median slope
• Comparing robust regression lines associated with two dependent groups when there is heteroscedasticity
• Consistency and asymptotic distribution of the Theil-Sen estimator
• A comparison of some quick algorithms for robust regression
• A simulation study of some nonparametric regression estimators
• Some maximum-indifference estimators for the slope of a univariate linear model
• A comprehensive evaluation of M-estimators for linear regression model
• Post-hoc analyses in multiple regression based on prediction error
• Robust Multivariate Regression When There is Heteroscedasticity
• WEIGHTED MEDIAN ESTIMATES FOR RESPONSE SURFACE MODELS
• Simulation results on extensions of the theil-sen regression estimator
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• Robust linear regression using smooth adaptive estimators
• Robust linear regression: A review and comparison
• Multivariate analysis of covariance based on residuals
• Comparing the variances or robust measures of scale of two dependent variables
• A comparison of some new and old robust ridge regression estimators
• Measure of location-based estimators in simple linear regression
• Heteroscedastic global tests that the regression parameters for two or more independent groups are identical
• Integrating jackknife into the Theil-Sen estimator in multiple linear regression model
• TSLiNGAM: DirectLiNGAM Under Heavy Tails

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