Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
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Publication:4403598
DOI10.1214/AOMS/1177692377zbMATH Open0277.62049OpenAlexW2030296667WikidataQ56607629 ScholiaQ56607629MaRDI QIDQ4403598FDOQ4403598
Authors: Louis Alan Jaeckel
Publication date: 1972
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692377
Cited In (only showing first 100 items - show all)
- Ridge Autoregression R-Estimation: Subspace Restriction
- Adaptive choice of trimming proportion in trimmed least-squares estimation.
- Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs
- Strong consistency of the general rank estimator
- Traditional and rank-based tests for ordered alternatives in a cluster correlated model
- On the asymptotic distribution of a multivariate GR-estimate for a VAR(\(p\)) time series.
- General local rank estimation for single-index varying coefficient models
- A new class of score generating functions for regression models
- Rank-based analysis of repeated measures block designs
- Iterative rank estimation for generalized linear models
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- Center-Outward R-Estimation for Semiparametric VARMA Models
- On the use ofR-estimators in analyzing repeated measures incomplete block clinical trials with baseline values as covariates
- Weighted least-squares rank estimates
- Robust analysis of two-way models with repeated measures on both factors
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- Rank estimating equations for random effects models
- Weighted \(L_{1}\)-estimates for the first-order bifurcating autoregressive model
- A note on the statistical properties of the secant algorithm for calculating rank estimators
- Efficient Rank Regression with Wavelet Estimated Scores
- A rank-based analysis of one-way repeated measures designs with a changing covariate
- Multiple comparisons with a control in repeated measures incomplete block designs using \(R\)-estimators
- Analysis of repeated measures incomplete block designs using \(R\)- estimators
- Robust regression estimators compared via monte carlo
- Asymptotic properties of a rank estimate in linear regression with symmetric non-identically distributed errors
- Rank-based ridge estimation in multiple linear regression
- Penalized inverse probability weighted estimators for weighted rank regression with missing covariates
- Rank regression for current status data
- General rank-based estimation for regression single index models
- Highly efficient weighted for autoregression wilcoxon estimes for autoregression
- Asymmetric Errors in Linear Models: Estimation—Theory and Monte Carlo
- Influence functions for rank-based procedures in the linear model
- Rank-based estimation in varying coefficient partially functional linear regression models
- A Monte Carlo study of REML and robust rank-based analyses for the random intercept mixed model
- A monte carlo study of robust and least squares response surface methods
- Robust measures of association in the correlation model
- Rank estimation for the functional linear model
- Efficient calculation of hodges-lehmann estimators of location
- Rank-based group variable selection
- Estimation in autoregressivemodels based on autoregressionrank scores
- WeightedL1-estimates for a VAR(p) time series model
- Robust estimation of marginal regression parameters in clustered data
- Generalized signed-rank estimation and selection for the functional linear model
- A nested Dirichlet process analysis of cluster randomized trial data with application in geriatric care assessment
- Robust variable selection and parametric component identification in varying coefficient models
- Empirical likelihood-based weighted rank regression with missing covariates
- Diagnostics for comparing robust and least squares fits
- A comparison of fuzzy and nonparametric linear regression
- On the iteratively reweighted rank regression estimator
- Regression quantile and averaged regression quantile processes
- Comparison of two types of confidence intervals based on Wilcoxon-type \(R\)-estimators
- Gini's ideas: new perspectives for modern multivariate statistical analysis
- Almost sure representations of weightedU-statistics with applications
- Experimental and analytic comparison of the accuracy of different estimates of parameters in a linear regression model
- The use and interpretation of rank-based residuals
- Averaged extreme regression quantile
- Aligned rank tests in measurement error model.
- On the weighted multivariate Wilcoxon rank regression estimate
- Behavior of R-estimators under measurement errors
- On the optimality of S-estimators
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Rank-based estimation for all-pass time series models
- Rank procedures for testing subhypotheses in linear regression
- Rank-based inference for the single-index model
- Aligned rank transform tests in linear models
- Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape
- Rank-based analysis of linear models and beyond: a review
- Regression quantiles and their two-step modifications
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- A non-parametric analysis of transformations
- Using correlation coefficients to estimate slopes in multiple linear regression
- Generalized R-estimators under conditional heteroscedasticity
- Pairwise difference estimators of censored and truncated regression models
- Robust estimation of single index models with responses missing at random
- A tuning-free robust and efficient approach to high-dimensional regression
- Robust reduced-rank modeling via rank regression
- Weighted Wilcoxon estimators in nonlinear regression
- Rank-based inference for linear models: Asymmetric errors
- On general notions of depth for regression
- RANK-BASED ESTIMATION FOR GARCH PROCESSES
- Robust spline-based variable selection in varying coefficient model
- Optimal, robust \(R\)-estimators and test statistics in the linear model
- Estimation in proportional hazard and log-linear models
- Cramér-von Mises regression
- Tests of hypotheses based on ranks in the general linear model
- R-estimation in autoregression with square-integrable score function
- Rank tests and regression rank score tests in measurement error models
- Optimal bandwidth choice for density-weighted averages
- Semi-parametric rank regression with missing responses
- Testing for normality in linear regression models using regression and scale equivariant estimators
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
- R-estimation for arma models
- SCAD penalized rank regression with a diverging number of parameters
- A multivariate Wilcoxon regression estimate
- A note on the estimation of the integral of \(f^ 2(x)\)
- Bounded influence nonlinear signed-rank regression
- A review of robust regression and diagnostic procedures in linear regression
- Gini's multiple regressions: two approaches and their interaction
- A comparison of confidence intervals fromR-estimators in regression
- Weighted Rank Regression for Clustered Data Analysis
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