Efficient and adaptive rank-based fits for linear models with skew-normal errors
DOI10.1186/S40488-014-0018-0zbMATH Open1357.62244OpenAlexW2139269073WikidataQ59400550 ScholiaQ59400550MaRDI QIDQ499770FDOQ499770
Authors: Joseph W. McKean, John D. Kloke
Publication date: 6 October 2015
Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s40488-014-0018-0
Recommendations
- Rank-based inference for linear models: Asymmetric errors
- On the robust rank analysis of linear models with nonsymmetric error distributions
- Robust inference in linear mixed model with skew normal-symmetric error
- Aligned rank tests for the linear model with heteroscedastic errors
- Robust regression modeling via parametric likelihoods: an alternative to using the skew \(t\) distribution and several rank-based methods
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- Rank-Based Analysis of the Heteroscedastic Linear Model
Nonparametric estimation (62G05) Nonparametric robustness (62G35) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Title not available (Why is that?)
- Nonparametric Estimate of Regression Coefficients
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Robust nonparametric statistical methods
- A Two-Sample Adaptive Distribution-Free Test
- Weighted Wilcoxon estimators in nonlinear regression
- Title not available (Why is that?)
- High-Breakdown Rank Regression
- Rank-Based Estimation and Associated Inferences for Linear Models With Cluster Correlated Errors
Cited In (3)
Uses Software
This page was built for publication: Efficient and adaptive rank-based fits for linear models with skew-normal errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q499770)