Simulation results on extensions of the theil-sen regression estimator

DOI10.1080/03610919808813528zbMath0919.62068OpenAlexW2085838863MaRDI QIDQ4232111

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)

Related Items (1)

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

Cites Work

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• A comparison of robust estimators in simple linear regression
• Estimation in the simple linear regression model when there is heteroscedasticity of unknown form
• Robust, Smoothly Heterogeneous Variance Regression
• Robust Statistics

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