Simulation results on extensions of the theil-sen regression estimator

DOI10.1080/03610919808813528MaRDI QIDQ4232111zbMATH OpenOpenAlexFDO

Authors Rand R. Wilcox

Publication date 17 August 1999

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

Full work available at URL https://doi.org/10.1080/03610919808813528

zbMATH Keywords

heteroscedasticityelemental subsets

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• scientific article; zbMATH DE number 4078473 (Why is no real title available?)
• scientific article; zbMATH DE number 47406 (Why is no real title available?)
• scientific article; zbMATH DE number 1131925 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A comparison of robust estimators in simple linear regression
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
• Robust Statistics
• Robust, Smoothly Heterogeneous Variance Regression

Cited in

(1)

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

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