Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
From MaRDI portal
(Redirected from Publication:4403598)
Cited in
(only showing first 100 items - show all)- Estimation in proportional hazard and log-linear models
- A note on the estimation of the integral of f^ 2(x)
- Rank procedures for testing subhypotheses in linear regression
- Rank-order tests for the parallelism of several regression surfaces
- Optimale Planung eines Kovarianzanalyse- und eines Intraclass Regressions-Experiments
- On the robust rank analysis of linear models with nonsymmetric error distributions
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- A non-parametric analysis of transformations
- Rank-based inference for linear models: Asymmetric errors
- Optimal bandwidth choice for density-weighted averages
- On the optimality of S-estimators
- Aligned rank transform tests in linear models
- Multiple comparisons with a control in repeated measures incomplete block designs using R-estimators
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Robust measures of association in the correlation model
- Optimal, robust R-estimators and test statistics in the linear model
- Pairwise difference estimators of censored and truncated regression models
- Analysis of repeated measures incomplete block designs using \(R\)- estimators
- A comparison of fuzzy and nonparametric linear regression
- Adaptive choice of trimming proportion in trimmed least-squares estimation.
- R-estimation in autoregression with square-integrable score function
- A new class of score generating functions for regression models
- General rank-based estimation for regression single index models
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(p) time series.
- A note on the statistical properties of the secant algorithm for calculating rank estimators
- A rank-based analysis of one-way repeated measures designs with a changing covariate
- Rank regression for current status data
- Robust analysis of two-way models with repeated measures on both factors
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- On general notions of depth for regression
- Robust estimation of single index models with responses missing at random
- Traditional and rank-based tests for ordered alternatives in a cluster correlated model
- Robust spline-based variable selection in varying coefficient model
- Empirical likelihood-based weighted rank regression with missing covariates
- General local rank estimation for single-index varying coefficient models
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Rank tests and regression rank score tests in measurement error models
- Iterative rank estimation for generalized linear models
- A review of robust regression and diagnostic procedures in linear regression
- Testing for normality in linear regression models using regression and scale equivariant estimators
- Averaged extreme regression quantile
- Aligned rank tests in measurement error model.
- Behavior of R-estimators under measurement errors
- Cramér-von Mises regression
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression
- Weighted Wilcoxon estimators in nonlinear regression
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
- Robust variable selection and parametric component identification in varying coefficient models
- Weighted \(L_{1}\)-estimates for the first-order bifurcating autoregressive model
- Rank-based group variable selection
- Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors
- Generalized R-estimators under conditional heteroscedasticity
- On the iteratively reweighted rank regression estimator
- On a consistent rank estimate in a linear structural model
- Efficient Rank Regression with Wavelet Estimated Scores
- Rank-based ridge estimation in multiple linear regression
- Strong consistency of the general rank estimator
- A weighted dispersion function for estimation in linear models
- A multivariate Wilcoxon regression estimate
- An efficient and high breakdown procedure for model criticism
- Aligned Rank Transform Techniques for Analysis of Variance and Multiple Comparisons
- RANK-BASED ESTIMATION FOR GARCH PROCESSES
- Bounded influence nonlinear signed-rank regression
- Weighted least-squares rank estimates
- Rank-based analysis of repeated measures block designs
- Robust reduced-rank modeling via rank regression
- Estimation in a linear model based on regression rank scores
- The use and interpretation of rank-based residuals
- A nonparametric confidence interval for slope based on spearman's rho
- Almost sure representations of weightedU-statistics with applications
- Rank-based variable selection
- WeightedL1-estimates for a VAR(p) time series model
- On the use ofR-estimators in analyzing repeated measures incomplete block clinical trials with baseline values as covariates
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Symmetrically distributed and unbiased estimators in linear models
- Sur la linéarité asymptotique du premier ordre de statistiques de rang signé
- Efficient calculation of hodges-lehmann estimators of location
- Asymptotic normality ofr-estimates in the linear model
- Diagnostics for comparing robust and least squares fits
- Influence functions for rank-based procedures in the linear model
- Adaptive Statistik (Bemerkungen über neuere Bestrebungen in der statistischen Methodologie)
- Tests of hypotheses based on ranks in the general linear model
- Robust analysis of variance
- Robust regression estimators compared via monte carlo
- On some nonparametric estimators for the linear markov scheme
- Rank-based inference for the single-index model
- Regression quantiles and their two-step modifications
- Rank-based analysis of repeated measures block designs
- Bounded‐influence rank estimation in the linear model
- Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
- A comparison of confidence intervals fromR-estimators in regression
- A monte carlo study of robust and least squares response surface methods
- Rank Regression in Stability Analysis
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
- R-estimation for arma models
- Robust confidence regions for the semi-parametric regression model with responses missing at random
- Robust linear regression: A review and comparison
- Rank estimation of regression coefficients using iterated reweighted least squares
- SCAD penalized rank regression with a diverging number of parameters
This page was built for publication: Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4403598)