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

bootstrapefficiencyaffine equivariancegeneralized varianceleast absolute deviationselliptically symmetric distributionsstandard error estimationmultiresponse linear modeltransformation-retransformation estimate

Mathematics Subject Classification ID

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

Recommendations

• On multivariate quantile regression
• On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
• Least Median of Squares Regression
• The multivariate least-trimmed squares estimator

Cited in

(19)

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

This page was built for publication: On multivariate median regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1304027)