On multivariate median regression

DOI10.2307/3318697MaRDI QIDQ1304027zbMATH OpenOpenAlexFDO

Authors B. Chakraborty

Publication date 30 August 2000

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bj/1171899324

zbMATH Keywords

affine equivariancebootstrapefficiencyelliptically symmetric distributionsgeneralized varianceleast absolute deviationsmultiresponse linear modelstandard error estimationtransformation-retransformation estimate

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Cited in

(21)

• Multivariate generalized S-estimators
• Permutation-based multivariate regression analysis: The case for least sum of absolute deviations regression
• On multivariate quantile regression
• Bayesian multivariate quantile regression using dependent Dirichlet process prior
• Gibbs posterior inference on multivariate quantiles
• Regularized multiple mediation analysis
• A multivariate Wilcoxon regression estimate
• TR Multivariate Conditional Median Estimation
• scientific article; zbMATH DE number 5280064 (Why is no real title available?)
• On Adaptive Transformation–Retransformation Estimate of Conditional Spatial Median
• The multivariate L ₁ -median and associated data depth
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix
• Robust estimation of coefficient matrices in multivariate linear regression models
• On the statistical efficiency of robust estimators of multivariate location
• scientific article; zbMATH DE number 2210186 (Why is no real title available?)
• Robust inference theory for non-regular time series models and its extensions
• The application of multiple-output quantile regression to the US financial cycle
• Multivariate medial correlation with applications
• Multivariate least-trimmed squares regression estimator
• Bootstrapping least distance estimator in the multivariate regression model
• Robust online signal extraction from multivariate time series

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