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)
- 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
- Symmetrically distributed and unbiased estimators in linear models
- Empirical regression quantile processes.
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Survival ensembles by the sum of pairwise differences with application to lung cancer microarray studies
- Title not available (Why is that?)
- Rank tests for short memory stationarity
- A weighted dispersion function for estimation in linear models
- Estimations of treatment effects based on covariate adjusted nonparametric methods
- Robust regression credibility: The influence function approach
- Efficient and adaptive rank-based fits for linear models with skew-normal errors
- R-estimation in semiparametric dynamic location-scale models
- Asymptotic normality ofr-estimates in the linear model
- Robust linear regression: A review and comparison
- Rank estimation of regression coefficients using iterated reweighted least squares
- Rank-order tests for the parallelism of several regression surfaces
- Optimale Planung eines Kovarianzanalyse- und eines Intraclass Regressions-Experiments
- GR-estimates for an autoregressive time series.
- On a consistent rank estimate in a linear structural model
- Efficient sorting during repetitive statistical computations: Algorithms and an application
- Rank-based variable selection
- On the robust rank analysis of linear models with nonsymmetric error distributions
- Robust bent line regression
- Second-order linearity of Wilcoxon statistics
- Estimation in a linear model based on regression rank scores
- 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
- Title not available (Why is that?)
- 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
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